+26.2%
MAR vs DKS
-32.3%
+58.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -4.2% | +3.0% | -7.2% | -4.4% |
| 30D | -6.7% | -30.5% | +23.9% | -3.3% |
| 3M | -12.5% | -35.7% | +23.2% | -8.1% |
| 6M | +0.6% | -29.7% | +30.3% | +2.7% |
| YTD | +9.1% | -28.9% | +38.0% | +11.6% |
| 1Y | +26.2% | -35.9% | +62.1% | +31.1% |
| All | +26.2% | -32.3% | +58.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling