+568.7%
T vs DKS
+6,654.9%
-6,086.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | 0.0% |
| 7D | +1.6% | +3.3% | -1.6% | +1.2% |
| 30D | -2.9% | +5.9% | -8.8% | -3.8% |
| 3M | -7.5% | -27.4% | +19.9% | -4.3% |
| 6M | -9.9% | -32.6% | +22.7% | -6.0% |
| YTD | -6.4% | -24.8% | +18.4% | -4.3% |
| 1Y | -9.4% | -32.8% | +23.4% | -5.9% |
| 3Y | +64.9% | +39.1% | +25.8% | +47.1% |
| 5Y | +57.0% | +25.0% | +32.0% | +37.5% |
| 10Y | +60.8% | +226.2% | -165.4% | +8.3% |
| All | +568.7% | +6,654.9% | -6,086.2% | +179.9% |
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 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