-28.0%
MOD vs DKS
-32.6%
+4.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +16.1% | +3.3% | +12.8% | +15.9% |
| 30D | -38.5% | +5.9% | -44.4% | -38.8% |
| 3M | -46.8% | -27.4% | -19.4% | -43.6% |
| 6M | -61.6% | -32.6% | -29.0% | -58.7% |
| YTD | -20.5% | -24.8% | +4.3% | -17.8% |
| 1Y | -28.0% | -32.8% | +4.8% | -22.9% |
| All | -28.0% | -32.6% | +4.6% | -22.9% |
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