+500.5%
TRGP vs DKS
+26.5%
+474.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.1% |
| 7D | +12.4% | +6.3% | +6.1% | +11.3% |
| 30D | +2.6% | +9.3% | -6.7% | +1.0% |
| 3M | +11.9% | -25.3% | +37.1% | +15.8% |
| 6M | +13.9% | -29.2% | +43.1% | +18.4% |
| YTD | +64.2% | -22.7% | +86.9% | +66.7% |
| 1Y | +78.5% | -30.1% | +108.6% | +84.7% |
| 3Y | +272.9% | +45.6% | +227.3% | +223.1% |
| All | +500.5% | +26.5% | +474.1% | +388.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling