+227.2%
DKS vs TXT
+89.4%
+137.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +9.3% | +13.3% | -4.0% | +1.7% |
| 3M | -25.3% | -5.0% | -20.3% | -23.5% |
| 6M | -29.2% | -8.4% | -20.8% | -26.4% |
| YTD | -22.7% | -4.0% | -18.8% | -22.5% |
| 1Y | -30.1% | +2.8% | -32.9% | -32.6% |
| 3Y | +45.6% | +10.3% | +35.4% | +33.6% |
| 5Y | +28.5% | +9.2% | +19.3% | +17.3% |
| All | +227.2% | +89.4% | +137.8% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling