+3,166.1%
MSFT vs DKS
+6,292.4%
-3,126.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.7% | +3.0% | -5.7% | -3.2% |
| 30D | +2.7% | -30.5% | +33.2% | +8.4% |
| 3M | +17.0% | -35.7% | +52.7% | +24.9% |
| 6M | +23.8% | -29.7% | +53.5% | +29.5% |
| YTD | +4.0% | -28.9% | +32.8% | +8.3% |
| 1Y | -0.8% | -35.9% | +35.1% | +4.8% |
| 3Y | +55.6% | +28.2% | +27.5% | +39.6% |
| 5Y | +72.9% | +11.8% | +61.1% | +53.3% |
| 10Y | +875.8% | +211.6% | +664.2% | +541.1% |
| All | +3,166.1% | +6,292.4% | -3,126.3% | +1,266.8% |
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 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