+2,724.5%
BHP vs DKS
+6,026.4%
-3,301.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | +4.0% | -37.7% | +41.7% | +15.7% |
| 3M | +11.3% | -38.9% | +50.2% | +23.9% |
| 6M | +29.3% | -31.1% | +60.4% | +38.6% |
| YTD | +59.2% | -31.8% | +91.0% | +71.0% |
| 1Y | +80.8% | -38.0% | +118.9% | +98.5% |
| 3Y | +88.0% | +28.6% | +59.4% | +59.9% |
| 5Y | +126.6% | +12.5% | +114.1% | +86.7% |
| 10Y | +515.7% | +198.3% | +317.4% | +222.3% |
| All | +2,724.5% | +6,026.4% | -3,301.9% | +517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling