+377.9%
TPR vs DKS
+228.9%
+149.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +14.2% | -2.1% | +16.3% | +14.9% |
| 30D | +17.1% | +7.3% | +9.7% | +13.1% |
| 3M | -17.7% | -28.4% | +10.7% | -8.8% |
| 6M | -10.2% | -36.9% | +26.7% | +4.7% |
| YTD | +4.9% | -27.3% | +32.2% | +14.2% |
| 1Y | +36.1% | -33.2% | +69.4% | +53.4% |
| 3Y | +416.5% | +32.2% | +384.3% | +304.9% |
| 5Y | +254.8% | +22.3% | +232.5% | +168.3% |
| All | +377.9% | +228.9% | +149.1% | +90.2% |
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 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