+243.8%
MET vs DKS
+203.5%
+40.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -0.5% | -3.0% | +2.5% | +0.2% |
| 30D | +0.5% | -33.4% | +33.9% | +9.3% |
| 3M | +11.6% | -39.4% | +51.0% | +24.1% |
| 6M | +40.8% | -30.1% | +70.9% | +50.0% |
| YTD | +25.7% | -31.0% | +56.6% | +34.1% |
| 1Y | +24.4% | -40.2% | +64.5% | +37.1% |
| 3Y | +67.5% | +30.9% | +36.5% | +44.0% |
| 5Y | +85.8% | +14.0% | +71.8% | +56.5% |
| All | +243.8% | +203.5% | +40.3% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling