+53.4%
BHP vs DKS
-29.5%
+82.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +2.0% |
| 7D | -2.5% | +8.4% | -11.0% | -3.2% |
| 30D | -7.7% | +7.7% | -15.4% | -8.4% |
| 3M | -6.4% | -25.8% | +19.4% | -3.3% |
| 6M | +5.2% | -31.0% | +36.2% | +9.3% |
| YTD | +38.3% | -23.8% | +62.1% | +38.1% |
| 1Y | +53.4% | -29.8% | +83.2% | +56.3% |
| All | +53.4% | -29.5% | +82.9% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling