-20.9%
FN vs DKS
-32.6%
+11.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -4.0% |
| 7D | +20.8% | +3.3% | +17.5% | +20.7% |
| 30D | -17.3% | +5.9% | -23.2% | -17.4% |
| 3M | -38.1% | -27.4% | -10.7% | -35.6% |
| 6M | -44.2% | -32.6% | -11.6% | -41.8% |
| YTD | -22.3% | -24.8% | +2.5% | -22.3% |
| 1Y | -20.9% | -32.8% | +11.9% | -19.6% |
| All | -20.9% | -32.6% | +11.7% | -19.6% |
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