+5,845.5%
DKS vs M
+194.7%
+5,650.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.6% |
| 7D | +3.0% | +4.7% | -1.7% | +1.0% |
| 30D | -30.5% | -9.6% | -20.9% | -27.1% |
| 3M | -35.7% | +0.9% | -36.5% | -36.1% |
| 6M | -29.7% | +22.3% | -52.0% | -35.9% |
| YTD | -28.9% | +6.5% | -35.4% | -31.6% |
| 1Y | -35.9% | +38.8% | -74.6% | -45.4% |
| 3Y | +28.2% | +115.9% | -87.8% | -17.0% |
| 5Y | +11.8% | +28.6% | -16.8% | -14.7% |
| 10Y | +211.6% | -2.5% | +214.1% | +106.7% |
| All | +5,845.5% | +194.7% | +5,650.9% | +2,011.6% |
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