+5,724.2%
DKS vs TDY
+4,064.1%
+1,660.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.8% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -32.7% | -12.0% | -20.7% | -28.6% |
| 3M | -38.8% | -3.2% | -35.6% | -38.1% |
| 6M | -29.4% | -7.9% | -21.6% | -27.0% |
| YTD | -30.3% | +18.2% | -48.5% | -36.2% |
| 1Y | -39.6% | +6.7% | -46.3% | -42.1% |
| 3Y | +32.2% | +47.5% | -15.4% | +7.7% |
| 5Y | +15.1% | +39.5% | -24.4% | -4.4% |
| 10Y | +204.9% | +477.2% | -272.2% | +32.2% |
| All | +5,724.2% | +4,064.1% | +1,660.1% | +1,332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling