+113.8%
MSTR vs DKS
+9.4%
+104.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -2.0% |
| 7D | +9.3% | -0.4% | +9.8% | +9.7% |
| 30D | +36.5% | -36.6% | +73.1% | +64.6% |
| 3M | +7.3% | -37.6% | +44.9% | +29.1% |
| 6M | +2.2% | -32.1% | +34.3% | +16.3% |
| YTD | -10.2% | -32.3% | +22.2% | +2.0% |
| 1Y | -58.6% | -39.5% | -19.1% | -50.2% |
| 3Y | +283.2% | +27.7% | +255.5% | +154.6% |
| 5Y | +113.8% | +15.0% | +98.8% | +16.3% |
| All | +113.8% | +9.4% | +104.3% | +16.3% |
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