-53.1%
TE vs DKS
+243.6%
-296.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.3% |
| 7D | +0.2% | -3.0% | +3.2% | +0.8% |
| 30D | -5.9% | -33.4% | +27.5% | +1.7% |
| 3M | -45.6% | -39.4% | -6.2% | -40.0% |
| 6M | -43.4% | -30.1% | -13.3% | -40.4% |
| YTD | -31.0% | -31.0% | 0.0% | -27.3% |
| 1Y | +145.2% | -40.2% | +185.4% | +167.7% |
| 3Y | -24.1% | +30.9% | -55.0% | -30.6% |
| 5Y | -48.1% | +14.0% | -62.2% | -53.5% |
| All | -53.1% | +243.6% | -296.7% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling