+112.8%
BP vs DKS
+26.5%
+86.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.6% |
| 7D | +3.8% | +6.3% | -2.5% | +3.2% |
| 30D | -5.3% | +9.3% | -14.6% | -6.1% |
| 3M | +9.3% | -25.3% | +34.5% | +11.5% |
| 6M | +7.2% | -29.2% | +36.4% | +9.7% |
| YTD | +38.0% | -22.7% | +60.8% | +39.2% |
| 1Y | +33.2% | -30.1% | +63.3% | +35.9% |
| 3Y | +50.3% | +45.6% | +4.7% | +39.2% |
| All | +112.8% | +26.5% | +86.3% | +88.9% |
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