+34.6%
DKS vs M
+123.1%
-88.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | +3.0% | +4.7% | -1.7% | +1.2% |
| 30D | -30.5% | -9.6% | -20.9% | -27.6% |
| 3M | -35.7% | +0.9% | -36.5% | -35.9% |
| 6M | -29.7% | +22.3% | -52.0% | -34.9% |
| YTD | -28.9% | +6.5% | -35.4% | -31.1% |
| 1Y | -35.9% | +38.8% | -74.6% | -43.9% |
| All | +34.6% | +123.1% | -88.5% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling