+403.9%
DKS vs TENB
-9.4%
+413.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.8% |
| 7D | -3.0% | -12.1% | +9.1% | -0.1% |
| 30D | -33.4% | -18.6% | -14.7% | -30.2% |
| 3M | -39.4% | +12.1% | -51.4% | -41.9% |
| 6M | -30.1% | +46.8% | -76.9% | -38.2% |
| YTD | -31.0% | +28.0% | -58.9% | -37.4% |
| 1Y | -40.2% | -1.4% | -38.8% | -41.9% |
| 3Y | +30.9% | -33.9% | +64.9% | +38.1% |
| 5Y | +14.0% | -34.6% | +48.7% | +15.1% |
| All | +403.9% | -9.4% | +413.4% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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