-29.8%
DKS vs TW
+20.8%
-50.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +7.8% |
| 7D | +8.4% | +6.0% | +2.4% | +8.9% |
| 30D | +7.7% | +18.6% | -10.9% | +9.2% |
| 3M | -25.8% | +26.5% | -52.3% | -24.0% |
| 6M | -31.0% | +13.1% | -44.1% | -30.4% |
| YTD | -23.8% | +18.5% | -42.3% | -23.2% |
| 1Y | -29.8% | +21.7% | -51.5% | -29.9% |
| All | -29.8% | +20.8% | -50.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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