+1,924.7%
DKS vs MOH
+1,358.8%
+565.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | -3.0% | +1.7% | -4.7% | -3.3% |
| 30D | -33.4% | -0.9% | -32.5% | -33.3% |
| 3M | -39.4% | +5.7% | -45.1% | -40.3% |
| 6M | -30.1% | +39.1% | -69.2% | -35.7% |
| YTD | -31.0% | +17.7% | -48.6% | -35.2% |
| 1Y | -40.2% | +8.4% | -48.5% | -43.2% |
| 3Y | +30.9% | -36.6% | +67.5% | +33.2% |
| 5Y | +14.0% | -19.1% | +33.1% | +8.0% |
| 10Y | +202.1% | +262.8% | -60.7% | +84.7% |
| All | +1,924.7% | +1,358.8% | +565.9% | +561.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling