+966.8%
MOD vs DKS
+244.9%
+721.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +5.0% | +8.0% |
| 7D | -13.9% | +3.8% | -17.8% | -15.9% |
| 30D | -41.5% | +8.1% | -49.6% | -44.1% |
| 3M | -45.7% | -28.6% | -17.1% | -40.9% |
| 6M | -61.1% | -33.6% | -27.5% | -56.7% |
| YTD | -20.5% | -23.8% | +3.3% | -16.9% |
| 1Y | -32.1% | -30.7% | -1.4% | -26.3% |
| 3Y | +146.5% | +41.5% | +104.9% | +97.6% |
| 5Y | +812.7% | +23.0% | +789.7% | +622.7% |
| 10Y | +966.8% | +236.0% | +730.9% | +383.8% |
| All | +966.8% | +244.9% | +721.9% | +383.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling