-34.5%
TLT vs DKS
+14.6%
-49.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | -36.6% | +36.3% | +0.4% |
| 3M | -1.7% | -37.6% | +35.9% | -1.0% |
| 6M | -4.9% | -32.1% | +27.2% | -4.4% |
| YTD | -2.8% | -32.3% | +29.5% | -2.3% |
| 1Y | -4.2% | -39.5% | +35.3% | -3.5% |
| 3Y | -1.1% | +27.7% | -28.8% | -2.5% |
| All | -34.5% | +14.6% | -49.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling