+794.1%
FN vs DKS
+237.0%
+557.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.3% | -5.1% |
| 7D | -4.1% | +9.4% | -13.5% | -5.7% |
| 30D | -28.3% | +9.8% | -38.1% | -29.9% |
| 3M | -33.9% | -29.3% | -4.6% | -30.5% |
| 6M | -43.9% | -32.6% | -11.3% | -40.9% |
| YTD | -23.4% | -22.6% | -0.9% | -21.6% |
| 1Y | -25.4% | -29.8% | +4.4% | -22.2% |
| 3Y | +107.9% | +43.2% | +64.7% | +89.5% |
| 5Y | +195.1% | +29.8% | +165.3% | +158.1% |
| 10Y | +794.1% | +236.7% | +557.4% | +456.2% |
| All | +794.1% | +237.0% | +557.1% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling