-0.8%
MSFT vs DKS
-38.2%
+37.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -3.5% | -4.7% | +1.3% | -3.5% |
| 30D | -2.1% | -35.1% | +33.0% | -2.4% |
| 3M | +24.2% | -37.7% | +61.9% | +23.9% |
| 6M | +21.9% | -30.7% | +52.6% | +21.2% |
| YTD | +2.5% | -31.9% | +34.4% | +2.1% |
| 1Y | -0.8% | -40.0% | +39.2% | -0.8% |
| All | -0.8% | -38.2% | +37.4% | -0.8% |
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