+209.9%
BKNG vs DKS
+199.2%
+10.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -4.7% | -5.9% | -9.7% |
| 30D | -18.1% | -35.1% | +17.0% | -11.7% |
| 3M | +8.5% | -37.7% | +46.2% | +18.0% |
| 6M | -0.1% | -30.7% | +30.7% | +5.7% |
| YTD | -18.2% | -31.9% | +13.7% | -13.3% |
| 1Y | -19.9% | -40.0% | +20.1% | -13.0% |
| 3Y | +41.6% | +28.4% | +13.2% | +27.0% |
| 5Y | +93.1% | +12.4% | +80.7% | +70.1% |
| All | +209.9% | +199.2% | +10.7% | +94.0% |
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