+153.1%
MAR vs DKS
+12.8%
+140.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -2.1% | -4.7% | +2.7% | -1.0% |
| 30D | -5.7% | -35.1% | +29.4% | +2.8% |
| 3M | -14.6% | -37.7% | +23.1% | -6.3% |
| 6M | +1.3% | -30.7% | +32.1% | +7.6% |
| YTD | +6.7% | -31.9% | +38.6% | +13.6% |
| 1Y | +26.4% | -40.0% | +66.4% | +38.5% |
| 3Y | +64.7% | +28.4% | +36.3% | +42.4% |
| 5Y | +153.1% | +12.4% | +140.6% | +108.1% |
| All | +153.1% | +12.8% | +140.2% | +108.1% |
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 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