+4,134.8%
TER vs DKS
+6,292.4%
-2,157.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | +3.0% | -2.4% | -0.5% |
| 30D | -8.3% | -30.5% | +22.3% | +1.7% |
| 3M | -12.2% | -35.7% | +23.5% | -0.7% |
| 6M | +17.1% | -29.7% | +46.8% | +28.4% |
| YTD | +84.7% | -28.9% | +113.5% | +101.4% |
| 1Y | +199.9% | -35.9% | +235.8% | +239.1% |
| 3Y | +232.8% | +28.2% | +204.6% | +180.5% |
| 5Y | +198.6% | +11.8% | +186.8% | +149.3% |
| 10Y | +1,669.7% | +211.6% | +1,458.1% | +726.9% |
| All | +4,134.8% | +6,292.4% | -2,157.6% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling