-40.2%
DKS vs MTB
+24.6%
-64.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -3.0% | 0.0% | -3.0% | -2.9% |
| 30D | -33.4% | -4.8% | -28.6% | -31.3% |
| 3M | -39.4% | +6.0% | -45.3% | -41.2% |
| 6M | -30.1% | +19.6% | -49.7% | -36.8% |
| YTD | -31.0% | +21.5% | -52.4% | -39.5% |
| 1Y | -40.2% | +24.7% | -64.9% | -49.9% |
| All | -40.2% | +24.6% | -64.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling