+436.0%
META vs DKS
+237.0%
+199.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +3.3% | +9.4% | -6.1% | +1.3% |
| 30D | -10.8% | +9.8% | -20.5% | -12.7% |
| 3M | +7.9% | -29.3% | +37.2% | +14.2% |
| 6M | +5.4% | -32.6% | +38.0% | +12.3% |
| YTD | -2.6% | -22.6% | +20.0% | +0.1% |
| 1Y | +1.9% | -29.8% | +31.7% | +6.8% |
| 3Y | +97.0% | +43.2% | +53.8% | +71.8% |
| 5Y | +97.6% | +29.8% | +67.8% | +68.8% |
| 10Y | +436.0% | +236.7% | +199.4% | +248.6% |
| All | +436.0% | +237.0% | +199.0% | +248.6% |
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