+192.6%
DKS vs TECH
+189.8%
+2.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -35.1% | 0.0% | -35.1% | -35.1% |
| 3M | -37.7% | +37.4% | -75.2% | -44.4% |
| 6M | -30.7% | +36.9% | -67.6% | -39.2% |
| YTD | -31.9% | +23.1% | -55.0% | -38.2% |
| 1Y | -40.0% | +42.2% | -82.2% | -48.6% |
| 3Y | +28.4% | +1.9% | +26.5% | +18.7% |
| 5Y | +12.4% | -42.9% | +55.4% | +24.9% |
| All | +192.6% | +189.8% | +2.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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