+199.8%
TER vs DKS
-32.3%
+232.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.5% |
| 7D | +0.6% | +3.0% | -2.4% | 0.0% |
| 30D | -8.3% | -30.5% | +22.2% | -1.2% |
| 3M | -12.2% | -35.7% | +23.4% | -3.6% |
| 6M | +17.0% | -29.7% | +46.7% | +23.5% |
| YTD | +84.6% | -28.9% | +113.5% | +93.6% |
| 1Y | +199.8% | -35.9% | +235.7% | +228.4% |
| All | +199.8% | -32.3% | +232.1% | +228.4% |
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