+14.1%
BIL vs DKS
+26.6%
-12.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.3% | -36.6% | +36.9% | +0.3% |
| 3M | +0.9% | -37.6% | +38.5% | +0.9% |
| 6M | +1.8% | -32.1% | +33.9% | +1.8% |
| YTD | +2.5% | -32.3% | +34.8% | +2.5% |
| 1Y | +3.7% | -39.5% | +43.2% | +3.7% |
| All | +14.1% | +26.6% | -12.5% | +14.2% |
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