+396.0%
TPR vs DKS
+44.7%
+351.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.1% |
| 7D | -0.3% | +6.3% | -6.6% | -2.3% |
| 30D | +15.1% | +9.3% | +5.8% | +11.3% |
| 3M | +3.5% | -25.3% | +28.8% | +11.7% |
| 6M | +0.4% | -29.2% | +29.6% | +10.1% |
| YTD | +4.6% | -22.7% | +27.3% | +10.3% |
| 1Y | +33.1% | -30.1% | +63.2% | +45.7% |
| 3Y | +396.0% | +45.6% | +350.3% | +266.8% |
| All | +396.0% | +44.7% | +351.3% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling