-12.6%
DT vs DKS
+40.7%
-53.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.8% |
| 7D | +2.7% | +3.3% | -0.5% | +2.3% |
| 30D | -30.4% | +5.9% | -36.3% | -30.9% |
| 3M | -9.4% | -27.4% | +18.0% | -6.4% |
| 6M | +14.5% | -32.6% | +47.1% | +19.4% |
| YTD | +3.6% | -24.8% | +28.4% | +5.4% |
| 1Y | -3.4% | -32.8% | +29.4% | +0.2% |
| All | -12.6% | +40.7% | -53.4% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling