+117.6%
DT vs DKS
+361.6%
-244.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.3% | +3.0% | -6.3% | -4.1% |
| 30D | +2.0% | -30.5% | +32.6% | +10.0% |
| 3M | +20.0% | -35.7% | +55.7% | +31.7% |
| 6M | +39.3% | -29.7% | +69.0% | +48.1% |
| YTD | +19.8% | -28.9% | +48.6% | +26.3% |
| 1Y | +4.3% | -35.9% | +40.1% | +12.5% |
| 3Y | +7.7% | +28.2% | -20.5% | -11.1% |
| 5Y | -26.8% | +11.8% | -38.7% | -40.7% |
| All | +117.6% | +361.6% | -244.0% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling