-29.8%
DKS vs TKO
+5.6%
-35.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.4% | +4.4% | +7.3% |
| 7D | +8.4% | +11.3% | -2.8% | +7.0% |
| 30D | +7.7% | +9.3% | -1.6% | +6.5% |
| 3M | -25.8% | +5.3% | -31.0% | -26.4% |
| 6M | -31.0% | +4.9% | -35.9% | -31.6% |
| YTD | -23.8% | -6.3% | -17.5% | -24.0% |
| 1Y | -29.8% | +4.9% | -34.7% | -31.1% |
| All | -29.8% | +5.6% | -35.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling