+2,715.8%
MSCI vs DKS
+566.3%
+2,149.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +2.8% | -2.1% | +4.9% | +3.4% |
| 30D | +15.4% | +7.3% | +8.1% | +13.2% |
| 3M | +13.4% | -28.4% | +41.8% | +20.8% |
| 6M | +10.9% | -36.9% | +47.8% | +21.5% |
| YTD | +13.0% | -27.3% | +40.3% | +18.5% |
| 1Y | +12.0% | -33.2% | +45.3% | +19.8% |
| 3Y | +34.1% | +32.2% | +1.9% | +13.0% |
| 5Y | +3.9% | +22.3% | -18.4% | -14.8% |
| 10Y | +802.0% | +230.5% | +571.6% | +376.3% |
| All | +2,715.8% | +566.3% | +2,149.5% | +769.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling