-31.1%
DKS vs TXG
+228.4%
-259.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.5% |
| 7D | -2.9% | +9.1% | -12.0% | -3.8% |
| 30D | -37.7% | +14.9% | -52.6% | -38.8% |
| 3M | -38.9% | +120.0% | -158.9% | -45.4% |
| 6M | -31.1% | +221.8% | -252.9% | -43.5% |
| All | -31.1% | +228.4% | -259.5% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling