-7.5%
MSCI vs DKS
+11.8%
-19.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | +3.0% | -2.6% | -0.2% |
| 30D | +0.6% | -30.5% | +31.1% | +6.4% |
| 3M | -7.1% | -35.7% | +28.6% | -0.2% |
| 6M | +0.8% | -29.7% | +30.5% | +5.6% |
| YTD | +1.0% | -28.9% | +29.8% | +5.3% |
| 1Y | +4.3% | -35.9% | +40.2% | +10.6% |
| 3Y | +9.9% | +28.2% | -18.2% | -7.2% |
| All | -7.5% | +11.8% | -19.3% | -29.7% |
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