+43.1%
MOD vs DKS
-32.3%
+75.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +9.6% | +3.0% | +6.6% | +9.0% |
| 30D | 0.0% | -30.5% | +30.6% | +7.1% |
| 3M | -35.4% | -35.7% | +0.3% | -29.4% |
| 6M | -7.3% | -29.7% | +22.4% | -2.3% |
| YTD | +45.8% | -28.9% | +74.7% | +52.2% |
| 1Y | +43.1% | -35.9% | +79.0% | +58.5% |
| All | +43.1% | -32.3% | +75.5% | +58.5% |
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