+3,324.2%
MSFT vs DKS
+6,842.3%
-3,518.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.3% |
| 7D | -1.3% | +6.3% | -7.6% | -2.4% |
| 30D | -1.8% | +9.3% | -11.1% | -3.6% |
| 3M | +5.6% | -25.3% | +30.9% | +9.7% |
| 6M | +29.8% | -29.2% | +59.0% | +35.5% |
| YTD | +9.0% | -22.7% | +31.7% | +11.4% |
| 1Y | +4.9% | -30.1% | +35.1% | +9.1% |
| 3Y | +46.2% | +45.6% | +0.6% | +27.8% |
| 5Y | +62.1% | +28.5% | +33.6% | +40.0% |
| 10Y | +899.6% | +235.2% | +664.4% | +546.9% |
| All | +3,324.2% | +6,842.3% | -3,518.1% | +1,307.0% |
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 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