+3,000.9%
MO vs DKS
+6,026.4%
-3,025.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +3.6% | -37.7% | +41.3% | +7.6% |
| 3M | -3.7% | -38.9% | +35.2% | +0.1% |
| 6M | +4.5% | -31.1% | +35.6% | +7.2% |
| YTD | +21.5% | -31.8% | +53.3% | +24.6% |
| 1Y | +9.5% | -38.0% | +47.6% | +13.1% |
| 3Y | +93.6% | +28.6% | +65.0% | +81.4% |
| 5Y | +97.5% | +12.5% | +85.0% | +83.2% |
| 10Y | +111.2% | +198.3% | -87.2% | +66.0% |
| All | +3,000.9% | +6,026.4% | -3,025.5% | +1,923.0% |
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