+310.3%
TPR vs DKS
+33.7%
+276.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | +3.0% | -5.3% | -3.3% |
| 30D | -23.0% | -30.5% | +7.6% | -14.4% |
| 3M | -12.5% | -35.7% | +23.2% | +0.1% |
| 6M | -21.4% | -29.7% | +8.3% | -13.6% |
| YTD | -3.5% | -28.9% | +25.3% | +5.3% |
| 1Y | +17.4% | -35.9% | +53.2% | +32.8% |
| All | +310.3% | +33.7% | +276.6% | +217.4% |
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