-25.8%
TE vs DKS
-29.5%
+3.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -2.8% |
| 7D | +3.8% | +8.4% | -4.6% | +4.6% |
| 30D | -26.2% | +7.7% | -33.9% | -25.7% |
| 3M | -49.7% | -25.8% | -24.0% | -49.3% |
| 6M | -46.5% | -31.0% | -15.5% | -45.9% |
| YTD | -59.1% | -23.8% | -35.3% | -58.8% |
| 1Y | -25.8% | -29.8% | +4.0% | -23.2% |
| All | -25.8% | -29.5% | +3.7% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling