+5,598.2%
DKS vs DTE
+887.3%
+4,710.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -37.7% | -0.5% | -37.2% | -37.6% |
| 3M | -38.9% | -6.0% | -32.9% | -37.0% |
| 6M | -31.1% | -7.2% | -23.9% | -28.7% |
| YTD | -31.8% | +7.2% | -39.0% | -34.7% |
| 1Y | -38.0% | +4.1% | -42.1% | -39.9% |
| 3Y | +28.6% | +46.9% | -18.2% | +0.9% |
| 5Y | +12.5% | +32.9% | -20.4% | -8.6% |
| 10Y | +198.3% | +144.5% | +53.8% | +65.0% |
| All | +5,598.2% | +887.3% | +4,710.9% | +1,266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling