+18.4%
BROS vs DKS
+13.3%
+5.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.1% | -4.7% | -1.3% | -4.4% |
| 30D | -12.4% | -35.1% | +22.7% | +0.2% |
| 3M | -27.9% | -37.7% | +9.8% | -16.3% |
| 6M | -16.8% | -30.7% | +13.9% | -7.9% |
| YTD | -29.0% | -31.9% | +2.9% | -21.1% |
| 1Y | -33.2% | -40.0% | +6.8% | -22.2% |
| 3Y | +56.8% | +28.4% | +28.4% | +25.0% |
| All | +18.4% | +13.3% | +5.1% | -14.0% |
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