+755.5%
FN vs DKS
+217.6%
+537.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.6% |
| 7D | +20.8% | +3.3% | +17.5% | +20.1% |
| 30D | -17.3% | +5.9% | -23.2% | -18.5% |
| 3M | -38.1% | -27.4% | -10.7% | -35.3% |
| 6M | -44.2% | -32.6% | -11.6% | -41.2% |
| YTD | -22.3% | -24.8% | +2.5% | -20.0% |
| 1Y | -20.9% | -32.8% | +11.9% | -16.8% |
| 3Y | +111.1% | +39.1% | +72.0% | +93.5% |
| 5Y | +191.8% | +25.0% | +166.8% | +157.2% |
| All | +755.5% | +217.6% | +537.9% | +432.8% |
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