-19.2%
TRI vs DKS
+29.1%
-48.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -7.9% | -3.0% | -4.9% | -7.7% |
| 30D | -4.5% | -33.4% | +28.9% | -2.6% |
| 3M | +22.1% | -39.4% | +61.5% | +25.0% |
| 6M | -2.8% | -30.1% | +27.3% | -1.3% |
| YTD | -23.4% | -31.0% | +7.5% | -22.2% |
| 1Y | -41.5% | -40.2% | -1.4% | -40.2% |
| 3Y | -19.2% | +30.9% | -50.2% | -24.3% |
| All | -19.2% | +29.1% | -48.3% | -24.3% |
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 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