-45.4%
TOST vs DKS
+26.7%
-72.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | +1.3% | -4.9% | -4.2% |
| 30D | +8.9% | +8.9% | 0.0% | +4.8% |
| 3M | -2.2% | -26.4% | +24.1% | +7.2% |
| 6M | +41.0% | -31.1% | +72.0% | +57.3% |
| YTD | -4.0% | -22.8% | +18.8% | -0.1% |
| 1Y | -9.6% | -29.5% | +19.9% | -1.8% |
| 3Y | +141.7% | +42.8% | +98.9% | +53.8% |
| 5Y | -29.5% | +29.2% | -58.7% | -59.4% |
| All | -45.4% | +26.7% | -72.2% | -68.0% |
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 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