+6,351.8%
DKS vs TXT
+450.8%
+5,901.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.3% | -0.8% | +2.1% | +1.7% |
| 30D | +8.9% | +13.4% | -4.5% | +3.2% |
| 3M | -26.4% | -2.5% | -23.8% | -25.7% |
| 6M | -31.1% | -6.2% | -24.9% | -29.7% |
| YTD | -22.8% | -1.3% | -21.5% | -23.3% |
| 1Y | -29.5% | +4.3% | -33.8% | -31.5% |
| 3Y | +42.8% | +13.2% | +29.6% | +33.8% |
| 5Y | +29.2% | +12.4% | +16.8% | +21.3% |
| 10Y | +235.0% | +94.8% | +140.2% | +139.9% |
| All | +6,351.8% | +450.8% | +5,901.0% | +2,597.2% |
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