+15.5%
DKS vs MDY
+46.3%
-30.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.4% |
| 7D | -3.0% | -1.9% | -1.1% | -0.7% |
| 30D | -33.4% | -4.6% | -28.7% | -29.3% |
| 3M | -39.4% | -1.2% | -38.1% | -38.5% |
| 6M | -30.1% | +9.2% | -39.3% | -37.2% |
| YTD | -31.0% | +13.1% | -44.0% | -40.6% |
| 1Y | -40.2% | +13.0% | -53.2% | -48.4% |
| 3Y | +30.9% | +49.2% | -18.3% | -18.6% |
| All | +15.5% | +46.3% | -30.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling