+9.3%
MCO vs DKS
-29.5%
+38.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +4.2% |
| 7D | +10.7% | +8.4% | +2.3% | +9.9% |
| 30D | +17.9% | +7.7% | +10.2% | +17.1% |
| 3M | +9.5% | -25.8% | +35.2% | +10.9% |
| 6M | +18.1% | -31.0% | +49.1% | +20.2% |
| YTD | +4.1% | -23.8% | +27.9% | +4.5% |
| 1Y | +9.3% | -29.8% | +39.1% | +11.4% |
| All | +9.3% | -29.5% | +38.8% | +11.4% |
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