+43.2%
TER vs DKS
-29.5%
+72.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.7% | -14.5% | -7.7% |
| 7D | -19.9% | +8.4% | -28.3% | -20.8% |
| 30D | -43.5% | +7.7% | -51.2% | -44.3% |
| 3M | -37.8% | -25.8% | -12.0% | -34.3% |
| 6M | -25.6% | -31.0% | +5.5% | -20.4% |
| YTD | +29.8% | -23.8% | +53.6% | +32.5% |
| 1Y | +43.2% | -29.8% | +73.0% | +49.6% |
| All | +43.2% | -29.5% | +72.7% | +49.6% |
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