+4,407.5%
MU vs DKS
+226.4%
+4,181.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.3% |
| 7D | +12.8% | +6.3% | +6.5% | +10.9% |
| 30D | -14.9% | +9.3% | -24.2% | -17.3% |
| 3M | -18.0% | -25.3% | +7.2% | -13.7% |
| 6M | -3.1% | -29.2% | +26.1% | +2.9% |
| YTD | +172.9% | -22.7% | +195.6% | +181.1% |
| 1Y | +228.8% | -30.1% | +259.0% | +248.2% |
| 3Y | +950.8% | +45.6% | +905.2% | +791.5% |
| 5Y | +931.3% | +28.5% | +902.8% | +761.2% |
| All | +4,407.5% | +226.4% | +4,181.1% | +2,238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling