+198.6%
TEVA vs DKS
+6,103.2%
-5,904.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | +2.0% | -3.0% | +5.0% | +2.5% |
| 30D | +1.0% | -33.4% | +34.3% | +6.5% |
| 3M | +7.3% | -39.4% | +46.7% | +14.7% |
| 6M | +21.7% | -30.1% | +51.8% | +26.6% |
| YTD | +18.8% | -31.0% | +49.8% | +23.7% |
| 1Y | +86.5% | -40.2% | +126.6% | +98.3% |
| 3Y | +269.4% | +30.9% | +238.5% | +234.6% |
| 5Y | +303.6% | +14.0% | +289.6% | +260.8% |
| 10Y | -22.9% | +202.1% | -225.0% | -46.6% |
| All | +198.6% | +6,103.2% | -5,904.5% | +41.8% |
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