+850.1%
TRGP vs DKS
+203.5%
+646.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +0.1% | -3.0% | +3.0% | +0.9% |
| 30D | +8.0% | -33.4% | +41.4% | +19.0% |
| 3M | +8.3% | -39.4% | +47.6% | +22.0% |
| 6M | +23.9% | -30.1% | +54.0% | +32.3% |
| YTD | +59.6% | -31.0% | +90.6% | +70.4% |
| 1Y | +79.4% | -40.2% | +119.6% | +99.4% |
| 3Y | +269.4% | +30.9% | +238.5% | +198.9% |
| 5Y | +641.6% | +14.0% | +627.6% | +483.0% |
| All | +850.1% | +203.5% | +646.7% | +256.0% |
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