+29.1%
DKS vs MDY
+47.3%
-18.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +1.0% |
| 7D | -4.7% | -2.5% | -2.2% | -1.7% |
| 30D | -35.1% | -5.0% | -30.0% | -30.7% |
| 3M | -37.7% | +0.5% | -38.2% | -38.1% |
| 6M | -30.7% | +8.0% | -38.8% | -36.9% |
| YTD | -31.9% | +12.2% | -44.1% | -40.9% |
| 1Y | -40.0% | +14.0% | -54.0% | -48.9% |
| All | +29.1% | +47.3% | -18.2% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling