+36.3%
TRV vs DKS
-39.2%
+75.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.0% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | +1.7% | -33.4% | +35.1% | +3.3% |
| 3M | +23.9% | -39.4% | +63.3% | +26.5% |
| 6M | +26.3% | -30.1% | +56.4% | +28.4% |
| YTD | +30.8% | -31.0% | +61.8% | +33.0% |
| 1Y | +36.3% | -40.2% | +76.5% | +39.7% |
| All | +36.3% | -39.2% | +75.5% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling