+191.1%
TRI vs DKS
+206.3%
-15.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | -7.9% | -2.0% | -5.8% | -7.7% |
| 30D | -4.5% | -32.7% | +28.2% | -0.9% |
| 3M | +22.1% | -38.8% | +60.9% | +27.9% |
| 6M | -2.8% | -29.4% | +26.7% | 0.0% |
| YTD | -23.4% | -30.3% | +6.9% | -21.2% |
| 1Y | -41.5% | -39.6% | -1.9% | -39.0% |
| 3Y | -19.2% | +32.2% | -51.4% | -25.0% |
| 5Y | -9.4% | +15.1% | -24.5% | -16.9% |
| All | +191.1% | +206.3% | -15.3% | +114.3% |
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