+45.0%
BBY vs DKS
+29.1%
+15.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | +0.6% | -3.0% | +3.5% | +1.7% |
| 30D | +9.4% | -33.4% | +42.8% | +24.3% |
| 3M | +19.3% | -39.4% | +58.7% | +40.6% |
| 6M | +47.9% | -30.1% | +78.0% | +63.2% |
| YTD | +39.6% | -31.0% | +70.5% | +54.5% |
| 1Y | +22.2% | -40.2% | +62.4% | +43.3% |
| 3Y | +45.0% | +30.9% | +14.0% | +13.1% |
| All | +45.0% | +29.1% | +15.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling