+833.2%
MOD vs DKS
+25.2%
+807.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +16.1% | +3.3% | +12.8% | +14.8% |
| 30D | -38.5% | +5.9% | -44.4% | -40.7% |
| 3M | -46.8% | -27.4% | -19.4% | -42.2% |
| 6M | -61.6% | -32.6% | -29.0% | -57.3% |
| YTD | -20.5% | -24.8% | +4.3% | -16.4% |
| 1Y | -28.0% | -32.8% | +4.8% | -20.5% |
| 3Y | +134.9% | +39.1% | +95.9% | +91.6% |
| 5Y | +833.2% | +25.0% | +808.2% | +597.1% |
| All | +833.2% | +25.2% | +807.9% | +597.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling