+114.1%
DT vs DKS
+348.0%
-233.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -1.6% | -3.0% | +1.4% | -0.8% |
| 30D | +3.0% | -33.4% | +36.4% | +12.3% |
| 3M | +26.5% | -39.4% | +65.9% | +41.2% |
| 6M | +35.9% | -30.1% | +66.0% | +44.6% |
| YTD | +17.8% | -31.0% | +48.8% | +25.3% |
| 1Y | +4.1% | -40.2% | +44.2% | +14.6% |
| 3Y | +5.3% | +30.9% | -25.6% | -13.8% |
| 5Y | -27.2% | +14.0% | -41.2% | -41.4% |
| All | +114.1% | +348.0% | -233.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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