+72.3%
MSFT vs DKS
+15.5%
+56.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -2.7% | -37.7% | +35.0% | +4.0% |
| 3M | +22.1% | -38.9% | +61.0% | +30.7% |
| 6M | +20.6% | -31.1% | +51.7% | +25.6% |
| YTD | +2.3% | -31.8% | +34.1% | +6.5% |
| 1Y | -0.5% | -38.0% | +37.5% | +5.0% |
| 3Y | +50.5% | +28.6% | +21.9% | +31.4% |
| 5Y | +72.3% | +12.5% | +59.8% | +41.9% |
| All | +72.3% | +15.5% | +56.8% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling