+277.2%
TER vs DKS
+28.7%
+248.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +5.9% |
| 7D | +11.0% | -0.4% | +11.4% | +10.9% |
| 30D | -1.9% | -36.6% | +34.7% | +12.7% |
| 3M | -0.7% | -37.6% | +37.0% | +13.2% |
| 6M | +36.4% | -32.1% | +68.4% | +50.1% |
| YTD | +92.4% | -32.3% | +124.8% | +112.1% |
| 1Y | +213.5% | -39.5% | +253.0% | +261.3% |
| 3Y | +277.2% | +27.7% | +249.6% | +217.2% |
| All | +277.2% | +28.7% | +248.6% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling