-48.5%
TE vs DKS
+236.8%
-285.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.9% | +14.9% | +11.2% |
| 7D | +18.2% | -0.4% | +18.7% | +18.2% |
| 30D | -13.5% | -36.6% | +23.1% | -5.4% |
| 3M | -44.6% | -37.6% | -7.0% | -39.4% |
| 6M | -24.7% | -32.1% | +7.4% | -20.2% |
| YTD | -24.3% | -32.3% | +8.1% | -19.8% |
| 1Y | +155.6% | -39.5% | +195.0% | +177.6% |
| 3Y | -18.3% | +27.7% | -45.9% | -24.8% |
| 5Y | -41.3% | +15.0% | -56.3% | -47.2% |
| All | -48.5% | +236.8% | -285.3% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling