+1,895.7%
TER vs DKS
+197.0%
+1,698.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +12.4% | -2.9% | +15.3% | +13.2% |
| 30D | +5.1% | -37.7% | +42.8% | +18.2% |
| 3M | +4.0% | -38.9% | +42.9% | +16.6% |
| 6M | +29.5% | -31.1% | +60.6% | +40.2% |
| YTD | +98.5% | -31.8% | +130.3% | +115.6% |
| 1Y | +234.1% | -38.0% | +272.1% | +272.8% |
| 3Y | +289.0% | +28.6% | +260.4% | +246.1% |
| 5Y | +228.2% | +12.5% | +215.6% | +188.3% |
| 10Y | +1,895.7% | +198.3% | +1,697.3% | +1,088.7% |
| All | +1,895.7% | +197.0% | +1,698.7% | +1,088.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling