+30.9%
DKS vs TW
+19.1%
+11.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | -3.0% | -4.5% | +1.5% | -3.0% |
| 30D | -33.4% | -2.3% | -31.1% | -33.3% |
| 3M | -39.4% | +2.6% | -42.0% | -39.2% |
| 6M | -30.1% | -17.5% | -12.6% | -30.0% |
| YTD | -31.0% | -5.3% | -25.7% | -31.2% |
| 1Y | -40.2% | -14.8% | -25.4% | -40.2% |
| 3Y | +30.9% | +18.8% | +12.1% | +33.5% |
| All | +30.9% | +19.1% | +11.9% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling