+1,867.8%
TRV vs DKS
+5,981.0%
-4,113.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -4.9% | -36.6% | +31.8% | +2.5% |
| 3M | +23.7% | -37.6% | +61.4% | +33.5% |
| 6M | +20.3% | -32.1% | +52.4% | +27.1% |
| YTD | +27.1% | -32.3% | +59.4% | +34.0% |
| 1Y | +35.3% | -39.5% | +74.8% | +45.3% |
| 3Y | +139.8% | +27.7% | +112.2% | +112.3% |
| 5Y | +153.9% | +15.0% | +138.8% | +118.2% |
| 10Y | +285.9% | +192.6% | +93.3% | +139.8% |
| All | +1,867.8% | +5,981.0% | -4,113.2% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling