+173.5%
FN vs DKS
+21.0%
+152.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -34.3% | +7.3% | -41.7% | -35.5% |
| 3M | -39.9% | -28.4% | -11.4% | -36.9% |
| 6M | -51.8% | -36.9% | -14.9% | -48.3% |
| YTD | -28.1% | -27.3% | -0.8% | -25.5% |
| 1Y | -29.1% | -33.2% | +4.2% | -25.2% |
| 3Y | +102.4% | +32.2% | +70.3% | +94.8% |
| All | +173.5% | +21.0% | +152.5% | +123.9% |
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