+42.8%
TMUS vs DKS
+15.0%
+27.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +5.3% | -30.5% | +35.8% | +7.7% |
| 3M | +3.1% | -35.7% | +38.8% | +6.1% |
| 6M | -16.5% | -29.7% | +13.2% | -14.8% |
| YTD | -9.2% | -28.9% | +19.7% | -7.5% |
| 1Y | -26.5% | -35.9% | +9.4% | -24.7% |
| 3Y | +39.0% | +28.2% | +10.9% | +27.5% |
| All | +42.8% | +15.0% | +27.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling