+5,598.2%
DKS vs MDY
+1,083.1%
+4,515.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.1% |
| 30D | -37.7% | -3.9% | -33.8% | -34.9% |
| 3M | -38.9% | 0.0% | -38.9% | -38.9% |
| 6M | -31.1% | +8.5% | -39.6% | -36.9% |
| YTD | -31.8% | +13.2% | -45.0% | -40.3% |
| 1Y | -38.0% | +15.0% | -53.1% | -46.6% |
| 3Y | +28.6% | +49.6% | -21.0% | -15.1% |
| 5Y | +12.5% | +46.0% | -33.5% | -22.4% |
| 10Y | +198.3% | +176.4% | +22.0% | +8.6% |
| All | +5,598.2% | +1,083.1% | +4,515.1% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling