+890.0%
FN vs DKS
+196.9%
+693.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +3.1% |
| 7D | +3.5% | -0.4% | +4.0% | +3.5% |
| 30D | -26.0% | -36.6% | +10.6% | -20.1% |
| 3M | -33.3% | -37.6% | +4.4% | -28.1% |
| 6M | -14.9% | -32.1% | +17.1% | -10.2% |
| YTD | -8.6% | -32.3% | +23.8% | -3.4% |
| 1Y | +12.3% | -39.5% | +51.8% | +21.2% |
| 3Y | +174.4% | +27.7% | +146.7% | +156.7% |
| 5Y | +296.4% | +15.0% | +281.4% | +255.6% |
| 10Y | +890.0% | +192.6% | +697.4% | +560.9% |
| All | +890.0% | +196.9% | +693.2% | +560.9% |
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