+198.3%
DKS vs M
-7.1%
+205.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.4% |
| 7D | -2.9% | -4.1% | +1.2% | -1.3% |
| 30D | -37.7% | -13.6% | -24.1% | -33.7% |
| 3M | -38.9% | -2.3% | -36.6% | -38.5% |
| 6M | -31.1% | +21.9% | -53.0% | -36.7% |
| YTD | -31.8% | -0.6% | -31.2% | -32.4% |
| 1Y | -38.0% | +29.7% | -67.8% | -45.1% |
| 3Y | +28.6% | +107.3% | -78.7% | -12.5% |
| 5Y | +12.5% | +20.5% | -7.9% | -9.2% |
| 10Y | +198.3% | -6.1% | +204.4% | +92.8% |
| All | +198.3% | -7.1% | +205.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling