-32.6%
DKS vs TXT
-8.0%
-24.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.9% |
| 7D | +3.3% | -1.1% | +4.3% | +3.7% |
| 30D | +5.9% | +13.3% | -7.4% | +0.9% |
| 3M | -27.4% | -5.1% | -22.3% | -26.7% |
| 6M | -32.6% | -7.1% | -25.5% | -32.8% |
| All | -32.6% | -8.0% | -24.6% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling