-35.2%
BROS vs DKS
-30.6%
-4.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +5.7% |
| 7D | +6.3% | +6.3% | 0.0% | +4.6% |
| 30D | -8.3% | +9.3% | -17.7% | -10.1% |
| 3M | -29.8% | -25.3% | -4.5% | -24.3% |
| 6M | -25.8% | -29.2% | +3.4% | -19.4% |
| YTD | -41.4% | -22.7% | -18.6% | -39.1% |
| 1Y | -35.2% | -30.1% | -5.1% | -29.5% |
| All | -35.2% | -30.6% | -4.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling