+29.1%
DKS vs TXG
+39.1%
-10.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -4.7% | +5.0% | -9.7% | -5.6% |
| 30D | -35.1% | +13.5% | -48.6% | -36.8% |
| 3M | -37.7% | +128.0% | -165.7% | -47.4% |
| 6M | -30.7% | +224.4% | -255.2% | -46.0% |
| YTD | -31.9% | +307.0% | -338.9% | -49.9% |
| 1Y | -40.0% | +427.2% | -467.2% | -59.0% |
| All | +29.1% | +39.1% | -10.0% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling