+1,530.3%
MOD vs DKS
+11.8%
+1,518.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | +3.0% | +6.6% | +8.3% |
| 30D | 0.0% | -30.5% | +30.6% | +12.0% |
| 3M | -35.4% | -35.7% | +0.3% | -25.7% |
| 6M | -7.3% | -29.7% | +22.4% | +2.2% |
| YTD | +45.8% | -28.9% | +74.7% | +59.2% |
| 1Y | +43.1% | -35.9% | +79.0% | +62.9% |
| 3Y | +297.7% | +28.2% | +269.5% | +241.0% |
| All | +1,530.3% | +11.8% | +1,518.5% | +1,254.4% |
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