+244.6%
TMUS vs DKS
+235.2%
+9.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | +1.3% | +6.9% | +8.0% |
| 30D | +13.4% | +8.9% | +4.5% | +12.4% |
| 3M | -3.0% | -26.4% | +23.3% | -0.8% |
| 6M | -8.8% | -31.1% | +22.3% | -6.1% |
| YTD | -13.8% | -22.8% | +9.0% | -12.6% |
| 1Y | -17.1% | -29.5% | +12.4% | -15.2% |
| 3Y | +22.7% | +42.8% | -20.1% | +12.2% |
| 5Y | +52.8% | +29.2% | +23.7% | +37.4% |
| 10Y | +244.6% | +235.0% | +9.7% | +149.4% |
| All | +244.6% | +235.2% | +9.5% | +149.4% |
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