+513.2%
MA vs DKS
+197.0%
+316.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | +0.8% | -37.7% | +38.5% | +7.9% |
| 3M | +14.8% | -38.9% | +53.7% | +23.1% |
| 6M | +10.0% | -31.1% | +41.1% | +14.9% |
| YTD | -0.1% | -31.8% | +31.7% | +4.3% |
| 1Y | -2.2% | -38.0% | +35.8% | +3.5% |
| 3Y | +39.3% | +28.6% | +10.6% | +24.9% |
| 5Y | +66.3% | +12.5% | +53.8% | +46.6% |
| 10Y | +513.2% | +198.3% | +314.9% | +282.8% |
| All | +513.2% | +197.0% | +316.2% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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