+160.3%
FN vs DKS
+29.1%
+131.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | -1.7% | +3.0% | -4.7% | -2.6% |
| 30D | -22.0% | -30.5% | +8.5% | -14.7% |
| 3M | -43.0% | -35.7% | -7.3% | -36.5% |
| 6M | -27.7% | -29.7% | +1.9% | -22.8% |
| YTD | -10.5% | -28.9% | +18.3% | -4.8% |
| 1Y | +12.5% | -35.9% | +48.4% | +23.8% |
| All | +160.3% | +29.1% | +131.2% | +114.4% |
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