-35.9%
DKS vs TXT
-1.0%
-34.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +3.0% | -4.8% | +7.8% | +5.0% |
| 30D | -30.5% | -10.6% | -19.9% | -27.4% |
| 3M | -35.7% | -13.2% | -22.5% | -32.5% |
| 6M | -29.7% | -20.3% | -9.3% | -23.6% |
| YTD | -28.9% | -9.3% | -19.6% | -29.0% |
| 1Y | -35.9% | -2.7% | -33.2% | -38.7% |
| All | -35.9% | -1.0% | -34.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling