+134.0%
BP vs DKS
+199.2%
-65.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.7% | -4.7% | +10.5% | +6.5% |
| 30D | +8.1% | -35.1% | +43.1% | +14.6% |
| 3M | +8.6% | -37.7% | +46.3% | +15.6% |
| 6M | +18.1% | -30.7% | +48.9% | +22.7% |
| YTD | +37.6% | -31.9% | +69.5% | +43.1% |
| 1Y | +39.4% | -40.0% | +79.4% | +47.8% |
| 3Y | +40.1% | +28.4% | +11.7% | +25.5% |
| 5Y | +141.3% | +12.4% | +128.9% | +112.2% |
| All | +134.0% | +199.2% | -65.2% | +33.2% |
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