+196.8%
DKS vs MDY
+177.2%
+19.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | -3.0% | -1.9% | -1.1% | -0.8% |
| 30D | -33.4% | -4.6% | -28.7% | -29.5% |
| 3M | -39.4% | -1.2% | -38.1% | -38.5% |
| 6M | -30.1% | +9.2% | -39.3% | -36.9% |
| YTD | -31.0% | +13.1% | -44.0% | -40.2% |
| 1Y | -40.2% | +13.0% | -53.2% | -48.1% |
| 3Y | +30.9% | +49.2% | -18.3% | -16.8% |
| 5Y | +14.0% | +47.2% | -33.2% | -25.4% |
| All | +196.8% | +177.2% | +19.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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