+2,739.7%
MSCI vs DKS
+598.8%
+2,140.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | -0.4% |
| 7D | +1.5% | +3.8% | -2.4% | +0.4% |
| 30D | +14.4% | +8.1% | +6.3% | +12.0% |
| 3M | +15.2% | -28.6% | +43.8% | +22.9% |
| 6M | +11.2% | -33.6% | +44.8% | +20.2% |
| YTD | +13.9% | -23.8% | +37.7% | +18.0% |
| 1Y | +12.5% | -30.7% | +43.2% | +19.2% |
| 3Y | +32.3% | +41.5% | -9.2% | +9.4% |
| 5Y | +4.9% | +23.0% | -18.2% | -14.1% |
| 10Y | +779.7% | +236.0% | +543.7% | +363.8% |
| All | +2,739.7% | +598.8% | +2,140.9% | +765.7% |
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 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