-44.4%
TOST vs DKS
+25.1%
-69.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -1.7% |
| 7D | +4.0% | +3.8% | +0.2% | +2.3% |
| 30D | +11.1% | +8.1% | +3.0% | +7.2% |
| 3M | +0.8% | -28.6% | +29.5% | +12.1% |
| 6M | +38.8% | -33.6% | +72.4% | +57.7% |
| YTD | -2.1% | -23.8% | +21.7% | +2.4% |
| 1Y | -6.0% | -30.7% | +24.7% | +2.9% |
| 3Y | +149.8% | +41.5% | +108.3% | +59.5% |
| 5Y | -42.8% | +23.0% | -65.8% | -66.0% |
| All | -44.4% | +25.1% | -69.5% | -67.2% |
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