+3,589.0%
TMO vs DKS
+6,016.3%
-2,427.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.5% | -4.7% | +2.3% | -1.6% |
| 30D | -0.3% | -35.1% | +34.8% | +6.7% |
| 3M | +25.3% | -37.7% | +63.0% | +34.9% |
| 6M | +20.9% | -30.7% | +51.6% | +27.2% |
| YTD | +4.3% | -31.9% | +36.2% | +10.0% |
| 1Y | +27.0% | -40.0% | +67.0% | +36.9% |
| 3Y | +17.5% | +28.4% | -10.9% | +6.5% |
| 5Y | +6.9% | +12.4% | -5.5% | -4.4% |
| 10Y | +332.0% | +197.8% | +134.1% | +185.7% |
| All | +3,589.0% | +6,016.3% | -2,427.4% | +1,414.6% |
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