-9.6%
TOST vs DKS
-29.9%
+20.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.6% | +1.3% | -4.9% | -3.7% |
| 30D | +8.9% | +8.9% | 0.0% | +8.0% |
| 3M | -2.2% | -26.4% | +24.1% | -0.3% |
| 6M | +41.0% | -31.1% | +72.0% | +43.5% |
| YTD | -4.0% | -22.8% | +18.8% | -7.2% |
| 1Y | -9.6% | -29.5% | +19.9% | -8.3% |
| All | -9.6% | -29.9% | +20.3% | -8.3% |
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 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