+271.5%
TRGP vs DKS
+27.3%
+244.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.6% | -4.7% | +4.2% | 0.0% |
| 30D | +10.0% | -35.1% | +45.0% | +15.5% |
| 3M | +7.6% | -37.7% | +45.3% | +13.4% |
| 6M | +26.8% | -30.7% | +57.5% | +30.2% |
| YTD | +60.6% | -31.9% | +92.5% | +64.9% |
| 1Y | +82.5% | -40.0% | +122.5% | +91.9% |
| All | +271.5% | +27.3% | +244.2% | +227.4% |
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