+739.1%
MAS vs DKS
+6,442.1%
-5,702.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.0% | -1.9% |
| 7D | +4.6% | -0.7% | +5.2% | +4.8% |
| 30D | +19.9% | +4.6% | +15.3% | +18.0% |
| 3M | +8.9% | -28.9% | +37.8% | +18.9% |
| 6M | +20.2% | -33.5% | +53.7% | +34.1% |
| YTD | +33.9% | -27.2% | +61.1% | +44.2% |
| 1Y | +34.7% | -33.8% | +68.5% | +49.5% |
| 3Y | +60.4% | +31.5% | +28.8% | +34.0% |
| 5Y | +43.5% | +22.5% | +21.0% | +15.6% |
| 10Y | +226.7% | +231.0% | -4.4% | +52.0% |
| All | +739.1% | +6,442.1% | -5,702.9% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling