-13.6%
BKNG vs DKS
-29.5%
+15.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.7% | +2.1% | +8.6% |
| 7D | +15.6% | +8.4% | +7.1% | +14.1% |
| 30D | +8.0% | +7.7% | +0.3% | +6.7% |
| 3M | -11.8% | -25.8% | +14.0% | -8.3% |
| 6M | +3.8% | -31.0% | +34.8% | +8.8% |
| YTD | -19.6% | -23.8% | +4.2% | -18.2% |
| 1Y | -13.6% | -29.8% | +16.2% | -10.6% |
| All | -13.6% | -29.5% | +15.9% | -10.6% |
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 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