+199.6%
DKS vs MKTX
+5.0%
+194.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -32.7% | +0.7% | -33.5% | -32.8% |
| 3M | -38.8% | +40.8% | -79.6% | -43.1% |
| 6M | -29.4% | -8.0% | -21.4% | -28.7% |
| YTD | -30.3% | -8.7% | -21.6% | -29.7% |
| 1Y | -39.6% | -11.8% | -27.8% | -38.7% |
| 3Y | +32.2% | -24.0% | +56.2% | +33.3% |
| 5Y | +15.1% | -60.3% | +75.4% | +35.4% |
| All | +199.6% | +5.0% | +194.6% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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