+25.1%
BROS vs DKS
+12.7%
+12.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | +0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -13.5% | -36.6% | +23.2% | -0.1% |
| 3M | -18.4% | -37.6% | +19.2% | -5.4% |
| 6M | -10.6% | -32.1% | +21.5% | -0.3% |
| YTD | -25.1% | -32.3% | +7.3% | -16.5% |
| 1Y | -28.6% | -39.5% | +10.8% | -17.2% |
| 3Y | +65.6% | +27.7% | +37.9% | +32.3% |
| All | +25.1% | +12.7% | +12.4% | -9.0% |
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 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