+316.5%
DKS vs TW
+211.4%
+105.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -3.9% |
| 7D | -0.4% | -3.5% | +3.0% | +0.7% |
| 30D | -36.6% | +0.5% | -37.1% | -36.7% |
| 3M | -37.6% | +4.9% | -42.6% | -39.0% |
| 6M | -32.1% | -17.1% | -15.0% | -28.4% |
| YTD | -32.3% | -3.9% | -28.5% | -32.9% |
| 1Y | -39.5% | -13.3% | -26.2% | -37.8% |
| 3Y | +27.7% | +20.9% | +6.8% | +8.4% |
| 5Y | +15.0% | +20.5% | -5.5% | -4.1% |
| All | +316.5% | +211.4% | +105.0% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling