+6,369.9%
DKS vs M
+223.4%
+6,146.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | +9.4% | +5.0% | +4.4% | +7.1% |
| 30D | +9.8% | +10.6% | -0.9% | +5.0% |
| 3M | -29.3% | +1.6% | -30.9% | -29.7% |
| 6M | -32.6% | +30.8% | -63.4% | -40.5% |
| YTD | -22.6% | +16.9% | -39.5% | -28.8% |
| 1Y | -29.8% | +26.3% | -56.1% | -37.8% |
| 3Y | +43.2% | +158.6% | -115.4% | -14.2% |
| 5Y | +29.8% | +2.1% | +27.7% | +10.4% |
| 10Y | +236.7% | -4.3% | +241.0% | +126.0% |
| All | +6,369.9% | +223.4% | +6,146.5% | +2,100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling