+568.7%
T vs DKS
+6,842.3%
-6,273.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | +2.5% | +6.3% | -3.8% | +1.6% |
| 30D | -3.8% | +9.3% | -13.1% | -5.1% |
| 3M | -8.7% | -25.3% | +16.5% | -6.0% |
| 6M | -8.1% | -29.2% | +21.1% | -4.9% |
| YTD | -6.4% | -22.7% | +16.3% | -4.7% |
| 1Y | -9.8% | -30.1% | +20.4% | -6.8% |
| 3Y | +65.5% | +45.6% | +19.9% | +46.6% |
| 5Y | +57.0% | +28.5% | +28.5% | +36.9% |
| 10Y | +60.8% | +235.2% | -174.4% | +7.9% |
| All | +568.7% | +6,842.3% | -6,273.6% | +178.8% |
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 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