+91.7%
BKNG vs DKS
+12.1%
+79.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -4.7% | -5.9% | -9.6% |
| 30D | -18.1% | -35.1% | +17.0% | -11.0% |
| 3M | +8.5% | -37.7% | +46.2% | +19.0% |
| 6M | -0.1% | -30.7% | +30.7% | +6.2% |
| YTD | -18.2% | -31.9% | +13.7% | -12.9% |
| 1Y | -19.9% | -40.0% | +20.1% | -12.3% |
| 3Y | +41.6% | +28.4% | +13.2% | +22.6% |
| All | +91.7% | +12.1% | +79.6% | +54.4% |
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