+111.2%
TLT vs DKS
+6,842.3%
-6,731.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.3% |
| 7D | -3.1% | +6.3% | -9.4% | -2.8% |
| 30D | +1.0% | +9.3% | -8.3% | +1.5% |
| 3M | -2.7% | -25.3% | +22.6% | -3.7% |
| 6M | -4.1% | -29.2% | +25.0% | -5.3% |
| YTD | -5.4% | -22.7% | +17.4% | -6.0% |
| 1Y | -7.0% | -30.1% | +23.1% | -8.0% |
| 3Y | +2.8% | +45.6% | -42.8% | +6.7% |
| 5Y | -35.4% | +28.5% | -63.8% | -32.7% |
| 10Y | -13.1% | +235.2% | -248.3% | -0.1% |
| All | +111.2% | +6,842.3% | -6,731.1% | +178.2% |
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