+5,845.5%
DKS vs TECH
+976.5%
+4,869.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -30.5% | +0.7% | -31.2% | -30.7% |
| 3M | -35.7% | +36.3% | -72.0% | -43.1% |
| 6M | -29.7% | +25.6% | -55.3% | -37.1% |
| YTD | -28.9% | +23.7% | -52.5% | -36.4% |
| 1Y | -35.9% | +37.6% | -73.5% | -45.3% |
| 3Y | +28.2% | -6.6% | +34.7% | +21.4% |
| 5Y | +11.8% | -42.2% | +54.1% | +24.4% |
| 10Y | +211.6% | +187.6% | +24.0% | +70.7% |
| All | +5,845.5% | +976.5% | +4,869.0% | +2,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling