-21.2%
TMUS vs DKS
-29.5%
+8.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +2.7% |
| 7D | +7.5% | +8.4% | -0.9% | +7.1% |
| 30D | -3.3% | +7.7% | -11.0% | -3.5% |
| 3M | -9.7% | -25.8% | +16.1% | -9.1% |
| 6M | -17.2% | -31.0% | +13.8% | -16.3% |
| YTD | -20.3% | -23.8% | +3.4% | -19.5% |
| 1Y | -21.2% | -29.8% | +8.6% | -19.6% |
| All | -21.2% | -29.5% | +8.3% | -19.6% |
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 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