+40.4%
MAS vs DKS
-29.5%
+69.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +3.8% |
| 7D | +14.2% | +8.4% | +5.7% | +12.0% |
| 30D | +26.8% | +7.7% | +19.1% | +24.6% |
| 3M | +13.1% | -25.8% | +38.9% | +19.9% |
| 6M | +27.9% | -31.0% | +58.9% | +38.8% |
| YTD | +38.7% | -23.8% | +62.5% | +47.2% |
| 1Y | +40.4% | -29.8% | +70.2% | +50.8% |
| All | +40.4% | -29.5% | +69.9% | +50.8% |
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 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