+1,683.3%
BE vs DKS
+27.5%
+1,655.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | +23.9% | -2.9% | +26.8% | +24.8% |
| 30D | +27.8% | -37.7% | +65.6% | +45.0% |
| 3M | +3.7% | -38.9% | +42.6% | +17.2% |
| 6M | +78.0% | -31.1% | +109.0% | +89.3% |
| YTD | +209.9% | -31.8% | +241.7% | +232.1% |
| 1Y | +389.6% | -38.0% | +427.6% | +444.9% |
| All | +1,683.3% | +27.5% | +1,655.8% | +696.2% |
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 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