+5,724.2%
DKS vs TKO
+6,579.9%
-855.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.0% | +2.3% | -4.4% | -2.7% |
| 30D | -32.7% | -2.5% | -30.3% | -32.4% |
| 3M | -38.8% | -10.6% | -28.2% | -37.4% |
| 6M | -29.4% | -5.1% | -24.4% | -29.0% |
| YTD | -30.3% | -8.2% | -22.1% | -29.5% |
| 1Y | -39.6% | -4.4% | -35.2% | -39.7% |
| 3Y | +32.2% | +100.4% | -68.2% | +8.7% |
| 5Y | +15.1% | +294.3% | -279.2% | -21.3% |
| 10Y | +204.9% | +983.2% | -778.2% | +48.8% |
| All | +5,724.2% | +6,579.9% | -855.7% | +1,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling