+568.4%
MA vs DKS
+237.0%
+331.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +1.8% | +9.4% | -7.6% | +0.2% |
| 30D | +11.8% | +9.8% | +2.1% | +10.0% |
| 3M | +17.2% | -29.3% | +46.4% | +22.5% |
| 6M | +33.4% | -32.6% | +66.0% | +40.1% |
| YTD | +16.1% | -22.6% | +38.7% | +18.5% |
| 1Y | +19.9% | -29.8% | +49.7% | +24.4% |
| 3Y | +70.1% | +43.2% | +26.9% | +49.8% |
| 5Y | +89.6% | +29.8% | +59.8% | +63.2% |
| 10Y | +568.4% | +236.7% | +331.7% | +302.9% |
| All | +568.4% | +237.0% | +331.4% | +302.9% |
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