+12.5%
DKS vs TRMB
-39.0%
+51.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +2.0% |
| 7D | -2.9% | -2.9% | 0.0% | -1.4% |
| 30D | -37.7% | -1.8% | -35.9% | -36.9% |
| 3M | -38.9% | +8.4% | -47.3% | -41.5% |
| 6M | -31.1% | -18.5% | -12.6% | -23.9% |
| YTD | -31.8% | -26.7% | -5.1% | -20.6% |
| 1Y | -38.0% | -28.3% | -9.7% | -27.2% |
| 3Y | +28.6% | +12.6% | +16.0% | +12.9% |
| 5Y | +12.5% | -38.7% | +51.2% | +40.2% |
| All | +12.5% | -39.0% | +51.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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