+107.3%
META vs DKS
+29.1%
+78.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | +3.0% | +3.7% | +6.1% |
| 30D | +4.8% | -30.5% | +35.3% | +11.7% |
| 3M | -1.6% | -35.7% | +34.1% | +6.7% |
| 6M | -7.5% | -29.7% | +22.2% | -2.5% |
| YTD | -6.4% | -28.9% | +22.5% | -2.0% |
| 1Y | -17.3% | -35.9% | +18.5% | -11.5% |
| All | +107.3% | +29.1% | +78.1% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling