+5,555.9%
DKS vs TXT
+409.6%
+5,146.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -36.6% | -11.1% | -25.6% | -33.4% |
| 3M | -37.6% | -13.0% | -24.6% | -34.2% |
| 6M | -32.1% | -16.2% | -15.9% | -27.4% |
| YTD | -32.3% | -8.7% | -23.6% | -30.3% |
| 1Y | -39.5% | -3.8% | -35.7% | -39.1% |
| 3Y | +27.7% | +5.5% | +22.1% | +23.3% |
| 5Y | +15.0% | +12.3% | +2.7% | +8.5% |
| 10Y | +192.6% | +97.4% | +95.2% | +109.8% |
| All | +5,555.9% | +409.6% | +5,146.2% | +2,348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling