-21.7%
FN vs DKS
-31.4%
+9.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +7.0% | +11.7% |
| 7D | +16.3% | +3.8% | +12.5% | +16.4% |
| 30D | -24.7% | +8.1% | -32.8% | -24.9% |
| 3M | -34.9% | -28.6% | -6.3% | -32.0% |
| 6M | -41.1% | -33.6% | -7.5% | -37.7% |
| YTD | -19.6% | -23.8% | +4.1% | -19.7% |
| All | -21.7% | -31.4% | +9.8% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling