+120.2%
BKR vs DKS
+206.3%
-86.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -7.0% | -2.0% | -5.0% | -6.6% |
| 30D | -8.1% | -32.7% | +24.6% | -1.4% |
| 3M | -6.6% | -38.8% | +32.2% | +1.9% |
| 6M | +0.9% | -29.4% | +30.3% | +6.0% |
| YTD | +31.1% | -30.3% | +61.4% | +38.0% |
| 1Y | +27.7% | -39.6% | +67.3% | +38.4% |
| 3Y | +71.2% | +32.2% | +39.0% | +49.2% |
| 5Y | +177.6% | +15.1% | +162.5% | +137.0% |
| All | +120.2% | +206.3% | -86.2% | +7.8% |
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