+66.9%
BROS vs DKS
+27.5%
+39.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.2% |
| 7D | -6.6% | -2.9% | -3.7% | -5.8% |
| 30D | -12.3% | -37.7% | +25.4% | +0.1% |
| 3M | -22.2% | -38.9% | +16.7% | -10.6% |
| 6M | -14.3% | -31.1% | +16.8% | -6.1% |
| YTD | -26.6% | -31.8% | +5.3% | -19.4% |
| 1Y | -31.5% | -38.0% | +6.5% | -22.6% |
| All | +66.9% | +27.5% | +39.3% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling