+5,845.5%
DKS vs MTB
+485.2%
+5,360.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +3.0% | +1.7% | +1.3% | +2.2% |
| 30D | -30.5% | -4.2% | -26.3% | -29.0% |
| 3M | -35.7% | +8.9% | -44.6% | -38.2% |
| 6M | -29.7% | +10.9% | -40.6% | -33.2% |
| YTD | -28.9% | +21.5% | -50.3% | -35.4% |
| 1Y | -35.9% | +21.9% | -57.8% | -41.9% |
| 3Y | +28.2% | +109.2% | -81.1% | -12.1% |
| 5Y | +11.8% | +102.0% | -90.1% | -24.9% |
| 10Y | +211.6% | +171.9% | +39.7% | +66.6% |
| All | +5,845.5% | +485.2% | +5,360.3% | +1,756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling