+113.1%
BHP vs DKS
+12.8%
+100.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -3.7% | -4.7% | +1.0% | -3.1% |
| 30D | -0.8% | -35.1% | +34.2% | +4.3% |
| 3M | +7.6% | -37.7% | +45.3% | +13.7% |
| 6M | +20.8% | -30.7% | +51.5% | +25.2% |
| YTD | +50.8% | -31.9% | +82.7% | +56.6% |
| 1Y | +70.9% | -40.0% | +110.9% | +80.6% |
| 3Y | +78.0% | +28.4% | +49.6% | +66.2% |
| 5Y | +113.1% | +12.4% | +100.7% | +91.2% |
| All | +113.1% | +12.8% | +100.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling