+137.1%
MOD vs DKS
+31.1%
+106.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -25.5% | -2.1% | -23.4% | -25.5% |
| 30D | -49.0% | +7.3% | -56.4% | -51.1% |
| 3M | -49.8% | -28.4% | -21.4% | -44.9% |
| 6M | -64.8% | -36.9% | -27.9% | -59.2% |
| YTD | -27.6% | -27.3% | -0.3% | -22.9% |
| 1Y | -35.2% | -33.2% | -2.0% | -27.9% |
| 3Y | +137.1% | +32.2% | +105.0% | +99.3% |
| All | +137.1% | +31.1% | +106.0% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling