+15.5%
DKS vs DTE
+30.3%
-14.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -3.0% | -2.6% | -0.4% | -2.3% |
| 30D | -33.4% | -4.4% | -29.0% | -32.7% |
| 3M | -39.4% | -8.3% | -31.0% | -38.0% |
| 6M | -30.1% | -8.1% | -22.0% | -28.6% |
| YTD | -31.0% | +4.4% | -35.4% | -31.8% |
| 1Y | -40.2% | +0.2% | -40.3% | -40.3% |
| 3Y | +30.9% | +42.6% | -11.7% | +15.8% |
| All | +15.5% | +30.3% | -14.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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