+104.5%
TEVA vs DKS
-29.5%
+134.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -0.3% |
| 7D | +4.7% | +8.4% | -3.7% | +4.5% |
| 30D | +5.5% | +7.7% | -2.1% | +5.4% |
| 3M | +21.6% | -25.8% | +47.3% | +23.7% |
| 6M | +18.4% | -31.0% | +49.4% | +21.3% |
| YTD | +34.1% | -23.8% | +57.9% | +31.5% |
| 1Y | +104.5% | -29.8% | +134.4% | +107.0% |
| All | +104.5% | -29.5% | +134.0% | +107.0% |
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