-24.1%
TE vs DKS
+30.4%
-54.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.1% |
| 7D | +0.2% | -2.0% | +2.3% | +0.7% |
| 30D | -5.9% | -32.7% | +26.8% | +5.2% |
| 3M | -45.6% | -38.8% | -6.8% | -37.2% |
| 6M | -43.4% | -29.4% | -13.9% | -40.0% |
| YTD | -31.0% | -30.3% | -0.7% | -26.7% |
| 1Y | +145.2% | -39.6% | +184.8% | +177.7% |
| 3Y | -24.1% | +32.2% | -56.2% | -52.0% |
| All | -24.1% | +30.4% | -54.4% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling