+50.3%
TER vs DKS
-29.9%
+80.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.3% |
| 7D | +5.9% | +1.3% | +4.6% | +5.7% |
| 30D | -30.8% | +8.9% | -39.6% | -31.8% |
| 3M | -29.9% | -26.4% | -3.6% | -25.4% |
| 6M | -27.5% | -31.1% | +3.6% | -22.0% |
| YTD | +37.5% | -22.8% | +60.3% | +40.3% |
| 1Y | +50.3% | -29.5% | +79.7% | +58.3% |
| All | +50.3% | -29.9% | +80.2% | +58.3% |
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