-32.6%
MOD vs DKS
-29.5%
-3.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.7% | -29.1% | -21.6% |
| 7D | -31.3% | +8.4% | -39.8% | -31.6% |
| 30D | -46.1% | +7.7% | -53.8% | -46.4% |
| 3M | -51.1% | -25.8% | -25.4% | -48.4% |
| 6M | -62.1% | -31.0% | -31.0% | -59.3% |
| YTD | -26.2% | -23.8% | -2.4% | -23.7% |
| 1Y | -32.6% | -29.8% | -2.7% | -27.0% |
| All | -32.6% | -29.5% | -3.1% | -27.0% |
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 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