+154.4%
TRV vs DKS
+12.1%
+142.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.5% | -4.7% | +3.3% | -1.1% |
| 30D | -1.8% | -35.1% | +33.3% | +1.1% |
| 3M | +21.6% | -37.7% | +59.3% | +25.6% |
| 6M | +22.5% | -30.7% | +53.2% | +25.2% |
| YTD | +28.1% | -31.9% | +60.1% | +31.1% |
| 1Y | +37.0% | -40.0% | +77.0% | +41.5% |
| 3Y | +141.9% | +28.4% | +113.5% | +129.4% |
| All | +154.4% | +12.1% | +142.3% | +142.4% |
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 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