+425.7%
META vs DKS
+244.9%
+180.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +4.1% |
| 7D | +5.7% | +3.8% | +1.9% | +4.8% |
| 30D | -10.8% | +8.1% | -18.8% | -12.4% |
| 3M | +8.4% | -28.6% | +37.0% | +14.4% |
| 6M | +5.4% | -33.6% | +39.0% | +12.6% |
| YTD | -2.6% | -23.8% | +21.2% | +0.4% |
| 1Y | +3.5% | -30.7% | +34.3% | +8.8% |
| 3Y | +102.0% | +41.5% | +60.5% | +76.7% |
| 5Y | +93.1% | +23.0% | +70.0% | +66.4% |
| 10Y | +425.7% | +236.0% | +189.7% | +241.8% |
| All | +425.7% | +244.9% | +180.7% | +241.8% |
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