+0.8%
META vs DKS
-29.5%
+30.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.0% |
| 7D | +2.9% | +8.4% | -5.6% | +2.4% |
| 30D | -15.1% | +7.7% | -22.8% | -15.5% |
| 3M | +7.2% | -25.8% | +33.0% | +9.2% |
| 6M | +3.4% | -31.0% | +34.4% | +5.5% |
| YTD | -4.3% | -23.8% | +19.5% | -3.8% |
| 1Y | +0.8% | -29.8% | +30.6% | +1.9% |
| All | +0.8% | -29.5% | +30.3% | +1.9% |
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