+234.1%
TER vs DKS
-40.1%
+274.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +12.4% | -2.9% | +15.3% | +12.9% |
| 30D | +5.1% | -37.7% | +42.8% | +17.4% |
| 3M | +4.0% | -38.9% | +42.9% | +15.6% |
| 6M | +29.5% | -31.1% | +60.6% | +36.0% |
| YTD | +98.5% | -31.8% | +130.3% | +109.8% |
| 1Y | +234.1% | -38.0% | +272.1% | +266.4% |
| All | +234.1% | -40.1% | +274.2% | +266.4% |
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