-34.7%
TLT vs DKS
+29.5%
-64.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | +3.7% | +8.9% | -5.2% | +3.5% |
| 3M | -0.8% | -26.4% | +25.6% | -0.4% |
| 6M | -3.6% | -31.1% | +27.5% | -3.1% |
| YTD | -3.9% | -22.8% | +18.9% | -3.7% |
| 1Y | -6.2% | -29.5% | +23.3% | -5.8% |
| 3Y | +4.2% | +42.8% | -38.6% | +2.7% |
| 5Y | -34.7% | +29.2% | -63.8% | -36.8% |
| All | -34.7% | +29.5% | -64.2% | -36.8% |
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