+753.4%
MOD vs DKS
+21.0%
+732.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -25.5% | -2.1% | -23.4% | -25.6% |
| 30D | -49.0% | +7.3% | -56.4% | -51.2% |
| 3M | -49.8% | -28.4% | -21.4% | -45.4% |
| 6M | -64.8% | -36.9% | -27.9% | -59.8% |
| YTD | -27.6% | -27.3% | -0.3% | -23.0% |
| 1Y | -35.2% | -33.2% | -2.0% | -28.5% |
| 3Y | +137.1% | +32.2% | +105.0% | +96.9% |
| All | +753.4% | +21.0% | +732.4% | +548.6% |
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