+40.9%
MCO vs DKS
+27.3%
+13.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | -4.7% | -2.6% | -6.7% |
| 30D | -1.7% | -35.1% | +33.4% | +3.8% |
| 3M | +3.9% | -37.7% | +41.6% | +10.3% |
| 6M | +3.8% | -30.7% | +34.6% | +7.7% |
| YTD | -7.9% | -31.9% | +24.0% | -4.4% |
| 1Y | -6.8% | -40.0% | +33.2% | -1.3% |
| All | +40.9% | +27.3% | +13.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling