+196.8%
DKS vs TXT
+107.7%
+89.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.2% |
| 7D | -3.0% | +2.5% | -5.4% | -4.3% |
| 30D | -33.4% | -8.9% | -24.5% | -29.9% |
| 3M | -39.4% | -13.6% | -25.8% | -34.7% |
| 6M | -30.1% | -13.1% | -17.0% | -25.2% |
| YTD | -31.0% | -7.0% | -23.9% | -29.2% |
| 1Y | -40.2% | -1.4% | -38.8% | -40.7% |
| 3Y | +30.9% | +7.0% | +24.0% | +22.6% |
| 5Y | +14.0% | +15.4% | -1.4% | +1.9% |
| All | +196.8% | +107.7% | +89.0% | +80.9% |
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