+140.1%
BP vs DKS
+217.6%
-77.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.6% |
| 7D | +2.5% | +3.3% | -0.7% | +2.0% |
| 30D | -5.6% | +5.9% | -11.5% | -6.6% |
| 3M | +8.0% | -27.4% | +35.5% | +12.1% |
| 6M | +5.7% | -32.6% | +38.3% | +10.4% |
| YTD | +36.8% | -24.8% | +61.7% | +39.6% |
| 1Y | +30.7% | -32.8% | +63.6% | +35.9% |
| 3Y | +51.6% | +39.1% | +12.5% | +33.9% |
| 5Y | +112.2% | +25.0% | +87.2% | +83.3% |
| All | +140.1% | +217.6% | -77.6% | +31.3% |
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