+476.4%
BHP vs DKS
+203.5%
+273.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | -3.0% | -0.7% | -3.1% |
| 30D | -1.2% | -33.4% | +32.2% | +4.9% |
| 3M | +1.2% | -39.4% | +40.6% | +9.1% |
| 6M | +21.4% | -30.1% | +51.5% | +27.0% |
| YTD | +50.4% | -31.0% | +81.4% | +57.6% |
| 1Y | +67.5% | -40.2% | +107.7% | +79.9% |
| 3Y | +72.8% | +30.9% | +41.9% | +55.1% |
| 5Y | +112.6% | +14.0% | +98.6% | +87.9% |
| All | +476.4% | +203.5% | +273.0% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling