+324.8%
DKS vs TW
+206.7%
+118.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -3.0% | -4.5% | +1.5% | -1.5% |
| 30D | -33.4% | -2.3% | -31.1% | -32.9% |
| 3M | -39.4% | +2.6% | -42.0% | -40.2% |
| 6M | -30.1% | -17.5% | -12.6% | -26.3% |
| YTD | -31.0% | -5.3% | -25.7% | -31.2% |
| 1Y | -40.2% | -14.8% | -25.4% | -38.1% |
| 3Y | +30.9% | +18.8% | +12.1% | +11.9% |
| 5Y | +14.0% | +20.7% | -6.7% | -5.1% |
| All | +324.8% | +206.7% | +118.1% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling