+180.6%
LQD vs DKS
+6,026.4%
-5,845.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | 0.0% | -2.9% | +2.9% | 0.0% |
| 30D | -0.2% | -37.7% | +37.5% | +0.4% |
| 3M | -1.7% | -38.9% | +37.2% | -1.1% |
| 6M | -2.7% | -31.1% | +28.4% | -2.3% |
| YTD | -1.4% | -31.8% | +30.4% | -1.0% |
| 1Y | -1.0% | -38.0% | +37.1% | -0.5% |
| 3Y | +15.1% | +28.6% | -13.6% | +14.2% |
| 5Y | -5.2% | +12.5% | -17.7% | -6.0% |
| 10Y | +23.3% | +198.3% | -175.0% | +20.0% |
| All | +180.6% | +6,026.4% | -5,845.8% | +172.3% |
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