+199.6%
DKS vs TKO
+989.7%
-790.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.0% | +2.3% | -4.4% | -2.6% |
| 30D | -32.7% | -2.5% | -30.3% | -32.5% |
| 3M | -38.8% | -10.6% | -28.2% | -37.5% |
| 6M | -29.4% | -5.1% | -24.4% | -29.0% |
| YTD | -30.3% | -8.2% | -22.1% | -29.6% |
| 1Y | -39.6% | -4.4% | -35.2% | -39.7% |
| 3Y | +32.2% | +100.4% | -68.2% | +11.1% |
| 5Y | +15.1% | +294.3% | -279.2% | -18.8% |
| All | +199.6% | +989.7% | -790.1% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling