+15.5%
DKS vs TXG
-62.8%
+78.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.8% |
| 7D | -3.0% | +9.5% | -12.4% | -4.6% |
| 30D | -33.4% | +18.8% | -52.1% | -35.8% |
| 3M | -39.4% | +136.1% | -175.5% | -49.5% |
| 6M | -30.1% | +235.2% | -265.3% | -46.3% |
| YTD | -31.0% | +320.5% | -351.5% | -49.8% |
| 1Y | -40.2% | +425.2% | -465.4% | -59.2% |
| 3Y | +30.9% | +42.9% | -11.9% | +7.0% |
| All | +15.5% | -62.8% | +78.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling