+30.9%
DKS vs TKO
+102.7%
-71.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -3.0% | +2.3% | -5.3% | -3.5% |
| 30D | -33.4% | -2.5% | -30.9% | -33.1% |
| 3M | -39.4% | -10.6% | -28.8% | -38.1% |
| 6M | -30.1% | -5.1% | -25.0% | -29.7% |
| YTD | -31.0% | -8.2% | -22.7% | -30.3% |
| 1Y | -40.2% | -4.4% | -35.7% | -40.3% |
| 3Y | +30.9% | +100.4% | -69.4% | +19.5% |
| All | +30.9% | +102.7% | -71.7% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling