+16.6%
DKS vs TDY
+39.0%
-22.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.4% |
| 30D | -32.7% | -12.0% | -20.7% | -27.9% |
| 3M | -38.8% | -3.2% | -35.6% | -38.0% |
| 6M | -29.4% | -7.9% | -21.6% | -26.7% |
| YTD | -30.3% | +18.2% | -48.5% | -37.7% |
| 1Y | -39.6% | +6.7% | -46.3% | -42.8% |
| 3Y | +32.2% | +47.5% | -15.4% | +2.9% |
| All | +16.6% | +39.0% | -22.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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