+878.4%
MSFT vs DKS
+206.3%
+672.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.3% |
| 7D | -0.8% | -2.0% | +1.2% | -0.5% |
| 30D | +0.8% | -32.7% | +33.6% | +6.0% |
| 3M | +27.2% | -38.8% | +66.0% | +35.5% |
| 6M | +22.9% | -29.4% | +52.3% | +27.5% |
| YTD | +3.1% | -30.3% | +33.4% | +7.0% |
| 1Y | -0.3% | -39.6% | +39.3% | +5.5% |
| 3Y | +50.1% | +32.2% | +17.9% | +35.9% |
| 5Y | +74.6% | +15.1% | +59.5% | +55.6% |
| All | +878.4% | +206.3% | +672.0% | +568.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling