+30.9%
DKS vs MKTX
-25.3%
+56.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.0% | -0.2% | -2.7% | -3.0% |
| 30D | -33.4% | +0.7% | -34.1% | -33.3% |
| 3M | -39.4% | +40.8% | -80.2% | -37.4% |
| 6M | -30.1% | -8.0% | -22.1% | -30.4% |
| YTD | -31.0% | -8.7% | -22.2% | -31.3% |
| 1Y | -40.2% | -11.8% | -28.3% | -40.5% |
| 3Y | +30.9% | -24.0% | +55.0% | +27.8% |
| All | +30.9% | -25.3% | +56.2% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling