+29.3%
DKS vs TLN
+483.9%
-454.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -2.9% | +5.8% | -8.7% | -3.9% |
| 30D | -37.7% | -6.9% | -30.9% | -37.1% |
| 3M | -38.9% | -10.9% | -28.0% | -38.2% |
| 6M | -31.1% | -4.6% | -26.5% | -31.5% |
| YTD | -31.8% | -14.7% | -17.1% | -31.3% |
| 1Y | -38.0% | -17.9% | -20.1% | -37.4% |
| All | +29.3% | +483.9% | -454.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling