+320.5%
TMUS vs DKS
+590.6%
-270.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +5.3% | -30.5% | +35.8% | +12.1% |
| 3M | +3.1% | -35.7% | +38.8% | +11.7% |
| 6M | -16.5% | -29.7% | +13.2% | -11.8% |
| YTD | -9.2% | -28.9% | +19.7% | -4.7% |
| 1Y | -26.5% | -35.9% | +9.4% | -21.5% |
| 3Y | +39.0% | +28.2% | +10.9% | +19.2% |
| 5Y | +40.4% | +11.8% | +28.6% | +17.4% |
| 10Y | +303.7% | +211.6% | +92.1% | +119.4% |
| All | +320.5% | +590.6% | -270.1% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling