+2,876.4%
TPR vs DKS
+6,430.5%
-3,554.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 3M | -17.7% | -28.4% | +10.7% | -8.6% |
| 6M | -10.2% | -36.9% | +26.7% | +5.1% |
| YTD | +4.9% | -27.3% | +32.2% | +14.5% |
| 1Y | +36.1% | -33.2% | +69.4% | +53.9% |
| 3Y | +416.5% | +32.2% | +384.3% | +304.5% |
| 5Y | +254.8% | +22.3% | +232.5% | +169.8% |
| 10Y | +391.7% | +230.5% | +161.3% | +103.4% |
| All | +2,876.4% | +6,430.5% | -3,554.1% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling