+102.4%
FN vs DKS
+31.1%
+71.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | -34.3% | +7.3% | -41.7% | -36.0% |
| 3M | -39.9% | -28.4% | -11.4% | -35.5% |
| 6M | -51.8% | -36.9% | -14.9% | -46.5% |
| YTD | -28.1% | -27.3% | -0.8% | -24.8% |
| 1Y | -29.1% | -33.2% | +4.2% | -23.5% |
| 3Y | +102.4% | +32.2% | +70.3% | +73.5% |
| All | +102.4% | +31.1% | +71.3% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling