+15.0%
DKS vs M
+24.8%
-9.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -3.7% |
| 7D | -0.4% | +2.4% | -2.8% | -1.4% |
| 30D | -36.6% | -11.6% | -25.0% | -32.8% |
| 3M | -37.6% | +1.6% | -39.2% | -38.1% |
| 6M | -32.1% | +25.2% | -57.3% | -38.7% |
| YTD | -32.3% | +3.8% | -36.1% | -34.2% |
| 1Y | -39.5% | +36.3% | -75.8% | -48.1% |
| 3Y | +27.7% | +116.3% | -88.7% | -20.1% |
| 5Y | +15.0% | +28.2% | -13.2% | -10.5% |
| All | +15.0% | +24.8% | -9.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling