+329.7%
DKS vs TXG
+27.0%
+302.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.8% |
| 7D | -3.0% | +9.5% | -12.4% | -4.5% |
| 30D | -33.4% | +18.8% | -52.1% | -35.6% |
| 3M | -39.4% | +136.1% | -175.5% | -48.7% |
| 6M | -30.1% | +235.2% | -265.3% | -45.1% |
| YTD | -31.0% | +320.5% | -351.5% | -48.4% |
| 1Y | -40.2% | +425.2% | -465.4% | -57.7% |
| 3Y | +30.9% | +42.9% | -11.9% | +8.5% |
| 5Y | +14.0% | -62.8% | +76.8% | +5.5% |
| All | +329.7% | +27.0% | +302.7% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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