+57.8%
T vs DKS
+26.5%
+31.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | +2.5% | +6.3% | -3.8% | +2.2% |
| 30D | -3.8% | +9.3% | -13.1% | -4.2% |
| 3M | -8.7% | -25.3% | +16.5% | -7.7% |
| 6M | -8.1% | -29.2% | +21.1% | -6.9% |
| YTD | -6.4% | -22.7% | +16.3% | -5.8% |
| 1Y | -9.8% | -30.1% | +20.4% | -8.6% |
| 3Y | +65.5% | +45.6% | +19.9% | +52.3% |
| All | +57.8% | +26.5% | +31.4% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling