+311.2%
TPR vs DKS
+196.9%
+114.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.1% | -1.6% |
| 7D | -3.4% | -0.4% | -2.9% | -3.2% |
| 30D | -27.3% | -36.6% | +9.3% | -14.4% |
| 3M | -16.2% | -37.6% | +21.4% | -1.0% |
| 6M | -17.9% | -32.1% | +14.2% | -6.9% |
| YTD | -7.1% | -32.3% | +25.2% | +5.1% |
| 1Y | +13.6% | -39.5% | +53.1% | +34.4% |
| 3Y | +293.7% | +27.7% | +266.1% | +215.2% |
| 5Y | +239.1% | +15.0% | +224.1% | +165.1% |
| 10Y | +311.2% | +192.6% | +118.6% | +70.1% |
| All | +311.2% | +196.9% | +114.3% | +70.1% |
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