+199.6%
DKS vs MOH
+264.4%
-64.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | -32.7% | -0.9% | -31.9% | -32.7% |
| 3M | -38.8% | +5.7% | -44.5% | -39.5% |
| 6M | -29.4% | +39.1% | -68.6% | -33.5% |
| YTD | -30.3% | +17.7% | -48.0% | -33.3% |
| 1Y | -39.6% | +8.4% | -48.0% | -41.8% |
| 3Y | +32.2% | -36.6% | +68.8% | +34.8% |
| 5Y | +15.1% | -19.1% | +34.2% | +10.1% |
| All | +199.6% | +264.4% | -64.8% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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