-23.7%
MARA vs DKS
-39.2%
+15.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.7% |
| 7D | +5.9% | -3.0% | +8.9% | +6.1% |
| 30D | +24.3% | -33.4% | +57.6% | +31.5% |
| 3M | -12.0% | -39.4% | +27.4% | -3.5% |
| 6M | +40.1% | -30.1% | +70.2% | +40.1% |
| YTD | +33.4% | -31.0% | +64.4% | +35.4% |
| 1Y | -23.7% | -40.2% | +16.4% | -21.2% |
| All | -23.7% | -39.2% | +15.4% | -21.2% |
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