+299.2%
TEVA vs DKS
+14.7%
+284.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.7% |
| 7D | +2.0% | -2.0% | +4.0% | +2.3% |
| 30D | +1.0% | -32.7% | +33.7% | +5.5% |
| 3M | +7.3% | -38.8% | +46.1% | +13.5% |
| 6M | +21.7% | -29.4% | +51.2% | +25.5% |
| YTD | +18.8% | -30.3% | +49.1% | +22.5% |
| 1Y | +86.5% | -39.6% | +126.1% | +96.2% |
| 3Y | +269.4% | +32.2% | +237.2% | +231.2% |
| All | +299.2% | +14.7% | +284.5% | +237.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling