+199.6%
DKS vs MTCH
+208.0%
-8.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -32.7% | +15.9% | -48.6% | -35.1% |
| 3M | -38.8% | +23.3% | -62.1% | -41.9% |
| 6M | -29.4% | +40.1% | -69.6% | -35.0% |
| YTD | -30.3% | +33.6% | -63.9% | -35.3% |
| 1Y | -39.6% | +14.1% | -53.7% | -42.0% |
| 3Y | +32.2% | +1.4% | +30.8% | +27.1% |
| 5Y | +15.1% | -73.1% | +88.2% | +36.2% |
| All | +199.6% | +208.0% | -8.4% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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