-48.5%
TE vs DKS
+12.8%
-61.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | +0.9% | -4.7% | +5.6% | +2.4% |
| 30D | -16.3% | -35.1% | +18.8% | -5.2% |
| 3M | -40.8% | -37.7% | -3.0% | -32.3% |
| 6M | -42.6% | -30.7% | -11.9% | -38.3% |
| YTD | -31.4% | -31.9% | +0.5% | -26.0% |
| 1Y | +144.9% | -40.0% | +184.9% | +176.7% |
| 3Y | -26.0% | +28.4% | -54.4% | -39.6% |
| 5Y | -48.5% | +12.4% | -60.9% | -57.8% |
| All | -48.5% | +12.8% | -61.3% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling