+148.6%
TE vs DKS
-32.3%
+181.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.3% |
| 7D | -4.0% | +3.0% | -7.0% | -3.9% |
| 30D | -15.9% | -30.5% | +14.6% | -15.8% |
| 3M | -60.5% | -35.7% | -24.9% | -60.3% |
| 6M | -35.2% | -29.7% | -5.5% | -35.2% |
| YTD | -31.1% | -28.9% | -2.3% | -30.7% |
| 1Y | +148.6% | -35.9% | +184.5% | +162.3% |
| All | +148.6% | -32.3% | +181.0% | +162.3% |
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