+317.8%
TMUS vs DKS
+197.0%
+120.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -5.3% | -2.9% | -2.4% | -5.0% |
| 30D | +0.1% | -37.7% | +37.8% | +4.4% |
| 3M | -0.6% | -38.9% | +38.3% | +3.9% |
| 6M | -17.5% | -31.1% | +13.5% | -15.2% |
| YTD | -11.3% | -31.8% | +20.6% | -8.7% |
| 1Y | -25.4% | -38.0% | +12.7% | -22.7% |
| 3Y | +35.5% | +28.6% | +6.9% | +25.1% |
| 5Y | +41.9% | +12.5% | +29.4% | +29.1% |
| 10Y | +317.8% | +198.3% | +119.5% | +213.5% |
| All | +317.8% | +197.0% | +120.8% | +213.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling