+67.5%
MA vs DKS
+9.4%
+58.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.4% | -0.7% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | +1.4% | -36.6% | +38.0% | +7.3% |
| 3M | +17.7% | -37.6% | +55.4% | +24.7% |
| 6M | +9.7% | -32.1% | +41.7% | +14.0% |
| YTD | +0.5% | -32.3% | +32.8% | +4.3% |
| 1Y | -2.1% | -39.5% | +37.4% | +3.3% |
| 3Y | +40.1% | +27.7% | +12.4% | +25.1% |
| 5Y | +67.5% | +15.0% | +52.5% | +38.8% |
| All | +67.5% | +9.4% | +58.1% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling