+227.2%
DKS vs TECH
+187.9%
+39.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +9.3% | +0.5% | +8.8% | +9.1% |
| 3M | -25.3% | +1.1% | -26.4% | -25.5% |
| 6M | -29.2% | +62.8% | -92.0% | -40.2% |
| YTD | -22.7% | +24.5% | -47.2% | -30.1% |
| 1Y | -30.1% | +20.6% | -50.8% | -36.2% |
| 3Y | +45.6% | +29.5% | +16.2% | +23.8% |
| 5Y | +28.5% | -40.9% | +69.4% | +41.3% |
| All | +227.2% | +187.9% | +39.3% | +86.5% |
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