-2.1%
BROS vs DKS
+28.6%
-30.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +5.5% |
| 7D | +6.3% | +6.3% | 0.0% | +4.0% |
| 30D | -8.3% | +9.3% | -17.7% | -11.1% |
| 3M | -29.8% | -25.3% | -4.5% | -23.8% |
| 6M | -25.8% | -29.2% | +3.4% | -18.4% |
| YTD | -41.4% | -22.7% | -18.6% | -37.8% |
| 1Y | -35.2% | -30.1% | -5.1% | -28.6% |
| 3Y | +32.8% | +45.6% | -12.9% | +1.2% |
| 5Y | -42.2% | +28.5% | -70.6% | -61.6% |
| All | -2.1% | +28.6% | -30.8% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling