+19.7%
BROS vs DKS
+14.9%
+4.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.5% |
| 7D | -5.8% | -3.0% | -2.8% | -4.7% |
| 30D | -14.0% | -33.4% | +19.4% | -2.5% |
| 3M | -32.5% | -39.4% | +6.9% | -20.8% |
| 6M | -14.9% | -30.1% | +15.2% | -6.1% |
| YTD | -28.3% | -31.0% | +2.7% | -20.7% |
| 1Y | -34.0% | -40.2% | +6.2% | -23.0% |
| 3Y | +63.0% | +30.9% | +32.0% | +29.0% |
| All | +19.7% | +14.9% | +4.7% | -13.6% |
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