+9.0%
MSFT vs DKS
-29.5%
+38.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.7% | -1.0% | +6.6% |
| 7D | +4.7% | +8.4% | -3.8% | +4.6% |
| 30D | +5.8% | +7.7% | -1.8% | +5.7% |
| 3M | +13.0% | -25.8% | +38.7% | +12.1% |
| 6M | +34.9% | -31.0% | +65.9% | +33.7% |
| YTD | +15.7% | -23.8% | +39.4% | +15.4% |
| 1Y | +9.0% | -29.8% | +38.8% | +7.2% |
| All | +9.0% | -29.5% | +38.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling