+45.3%
MO vs DKS
-29.5%
+74.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.0% |
| 7D | +6.9% | +8.4% | -1.6% | +6.5% |
| 30D | +14.9% | +7.7% | +7.3% | +14.6% |
| 3M | +16.4% | -25.8% | +42.2% | +16.9% |
| 6M | +9.6% | -31.0% | +40.6% | +10.5% |
| YTD | +41.8% | -23.8% | +65.6% | +43.8% |
| 1Y | +45.3% | -29.8% | +75.1% | +46.9% |
| All | +45.3% | -29.5% | +74.8% | +46.9% |
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