-44.5%
TOST vs DKS
+19.3%
-63.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -2.1% | +11.5% | +10.3% |
| 30D | +13.5% | +7.3% | +6.1% | +9.9% |
| 3M | -0.1% | -28.4% | +28.3% | +10.6% |
| 6M | +22.5% | -36.9% | +59.4% | +41.9% |
| YTD | -2.4% | -27.3% | +25.0% | +4.2% |
| 1Y | -4.7% | -33.2% | +28.5% | +6.0% |
| 3Y | +103.2% | +32.2% | +71.1% | +34.3% |
| 5Y | -41.2% | +22.3% | -63.5% | -64.9% |
| All | -44.5% | +19.3% | -63.8% | -66.6% |
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