+324.4%
DKS vs TXG
+24.6%
+299.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.3% |
| 7D | -2.9% | +9.1% | -12.0% | -4.4% |
| 30D | -37.7% | +14.9% | -52.6% | -39.5% |
| 3M | -38.9% | +120.0% | -158.9% | -47.7% |
| 6M | -31.1% | +221.8% | -252.9% | -45.5% |
| YTD | -31.8% | +312.6% | -344.4% | -48.9% |
| 1Y | -38.0% | +398.4% | -436.5% | -55.8% |
| 3Y | +28.6% | +42.1% | -13.5% | +6.6% |
| 5Y | +12.5% | -63.5% | +76.0% | +4.4% |
| All | +324.4% | +24.6% | +299.8% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling