+357.0%
TPR vs DKS
+217.6%
+139.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | -1.1% | +3.3% | -4.4% | -2.5% |
| 30D | +15.1% | +5.9% | +9.2% | +11.8% |
| 3M | -13.4% | -27.4% | +14.0% | -4.6% |
| 6M | +1.4% | -32.6% | +34.0% | +14.7% |
| YTD | +4.8% | -24.8% | +29.6% | +12.4% |
| 1Y | +29.2% | -32.8% | +62.0% | +45.2% |
| 3Y | +403.7% | +39.1% | +364.6% | +286.1% |
| 5Y | +230.8% | +25.0% | +205.8% | +148.1% |
| All | +357.0% | +217.6% | +139.4% | +81.0% |
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