-18.2%
META vs DKS
-39.1%
+20.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -0.2% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +3.6% | -36.6% | +40.2% | +7.3% |
| 3M | +4.9% | -37.6% | +42.5% | +8.3% |
| 6M | -4.7% | -32.1% | +27.4% | -3.3% |
| YTD | -6.9% | -32.3% | +25.4% | -5.5% |
| 1Y | -18.2% | -39.5% | +21.3% | -15.9% |
| All | -18.2% | -39.1% | +20.9% | -15.9% |
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