+12.4%
DKS vs TENB
-32.3%
+44.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.9% |
| 7D | -4.7% | -7.1% | +2.4% | -3.2% |
| 30D | -35.1% | -15.4% | -19.7% | -32.8% |
| 3M | -37.7% | +19.5% | -57.2% | -40.9% |
| 6M | -30.7% | +54.8% | -85.6% | -38.8% |
| YTD | -31.9% | +36.1% | -68.1% | -38.4% |
| 1Y | -40.0% | +7.0% | -47.0% | -42.1% |
| 3Y | +28.4% | -27.6% | +56.0% | +33.8% |
| 5Y | +12.4% | -30.5% | +42.9% | +20.8% |
| All | +12.4% | -32.3% | +44.7% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling