-24.7%
TMUS vs DKS
-38.2%
+13.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.8% | -4.7% | -1.0% | -5.7% |
| 30D | -0.2% | -35.1% | +34.8% | +0.2% |
| 3M | -4.0% | -37.7% | +33.7% | -3.4% |
| 6M | -18.1% | -30.7% | +12.6% | -17.2% |
| YTD | -11.3% | -31.9% | +20.6% | -10.5% |
| 1Y | -24.7% | -40.0% | +15.3% | -24.0% |
| All | -24.7% | -38.2% | +13.5% | -24.0% |
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