+175.6%
FN vs DKS
+26.5%
+149.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.8% | -10.1% | -7.8% |
| 7D | +0.3% | +6.3% | -6.0% | -0.8% |
| 30D | -16.5% | +9.3% | -25.8% | -18.3% |
| 3M | -42.1% | -25.3% | -16.8% | -39.6% |
| 6M | -52.9% | -29.2% | -23.7% | -50.6% |
| YTD | -28.0% | -22.7% | -5.2% | -26.2% |
| 1Y | -18.5% | -30.1% | +11.6% | -14.7% |
| 3Y | +93.9% | +45.6% | +48.2% | +83.8% |
| All | +175.6% | +26.5% | +149.2% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling