+1,511.3%
META vs DKS
+328.1%
+1,183.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -15.4% | +7.3% | -22.8% | -16.9% |
| 3M | +3.5% | -28.4% | +31.9% | +9.0% |
| 6M | -0.3% | -36.9% | +36.6% | +7.6% |
| YTD | -7.3% | -27.3% | +20.0% | -3.5% |
| 1Y | -1.1% | -33.2% | +32.1% | +4.7% |
| 3Y | +95.1% | +32.2% | +62.9% | +73.7% |
| 5Y | +80.6% | +22.3% | +58.3% | +57.5% |
| 10Y | +410.1% | +230.5% | +179.7% | +246.4% |
| All | +1,511.3% | +328.1% | +1,183.1% | +911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling