+1,527.5%
META vs DKS
+319.1%
+1,208.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | +3.0% | +3.7% | +6.0% |
| 30D | +4.8% | -30.5% | +35.3% | +11.4% |
| 3M | -1.6% | -35.7% | +34.1% | +6.3% |
| 6M | -7.5% | -29.7% | +22.2% | -2.4% |
| YTD | -6.4% | -28.9% | +22.5% | -1.7% |
| 1Y | -17.3% | -35.9% | +18.5% | -11.6% |
| 3Y | +109.9% | +28.2% | +81.8% | +88.6% |
| 5Y | +65.4% | +11.8% | +53.5% | +46.8% |
| 10Y | +391.8% | +211.6% | +180.2% | +239.1% |
| All | +1,527.5% | +319.1% | +1,208.4% | +930.3% |
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