+12.2%
DKS vs TLN
+571.8%
-559.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.3% |
| 7D | -4.7% | +2.0% | -6.7% | -5.1% |
| 30D | -35.1% | -12.9% | -22.1% | -33.6% |
| 3M | -37.7% | -7.4% | -30.3% | -37.5% |
| 6M | -30.7% | -6.0% | -24.7% | -30.9% |
| YTD | -31.9% | -16.9% | -15.0% | -31.1% |
| 1Y | -40.0% | -22.6% | -17.4% | -38.7% |
| 3Y | +28.4% | +469.0% | -440.6% | -10.0% |
| All | +12.2% | +571.8% | -559.6% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling