+912.4%
DKS vs MKTX
+1,442.6%
-530.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | -33.4% | +0.7% | -34.1% | -33.5% |
| 3M | -39.4% | +40.8% | -80.2% | -45.1% |
| 6M | -30.1% | -8.0% | -22.1% | -29.9% |
| YTD | -31.0% | -8.7% | -22.2% | -30.8% |
| 1Y | -40.2% | -11.8% | -28.3% | -39.7% |
| 3Y | +30.9% | -24.0% | +55.0% | +31.7% |
| 5Y | +14.0% | -60.3% | +74.3% | +33.6% |
| 10Y | +202.1% | +5.0% | +197.1% | +159.1% |
| All | +912.4% | +1,442.6% | -530.3% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling