+12,759.1%
TDG vs DKS
+855.0%
+11,904.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | -8.0% | -37.7% | +29.7% | +2.8% |
| 3M | -10.5% | -38.9% | +28.5% | +0.4% |
| 6M | -11.9% | -31.1% | +19.2% | -5.0% |
| YTD | -15.4% | -31.8% | +16.5% | -8.8% |
| 1Y | -14.2% | -38.0% | +23.8% | -5.7% |
| 3Y | +51.0% | +28.6% | +22.4% | +26.8% |
| 5Y | +126.5% | +12.5% | +113.9% | +86.6% |
| 10Y | +535.6% | +198.3% | +337.2% | +233.0% |
| All | +12,759.1% | +855.0% | +11,904.1% | +3,573.1% |
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