-25.1%
MARA vs DKS
-32.3%
+7.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +6.0% | +3.0% | +3.0% | +5.8% |
| 30D | +0.6% | -30.5% | +31.2% | +5.1% |
| 3M | -18.5% | -35.7% | +17.2% | -12.5% |
| 6M | +21.7% | -29.7% | +51.4% | +23.3% |
| YTD | +25.9% | -28.9% | +54.8% | +27.7% |
| 1Y | -25.1% | -35.9% | +10.7% | -21.1% |
| All | -25.1% | -32.3% | +7.2% | -21.1% |
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