+19.6%
BTDR vs DKS
+54.2%
-34.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.3% |
| 7D | -3.4% | -2.0% | -1.4% | -3.1% |
| 30D | +32.6% | -32.7% | +65.3% | +41.1% |
| 3M | -32.2% | -38.8% | +6.6% | -26.7% |
| 6M | +52.4% | -29.4% | +81.8% | +60.1% |
| YTD | +6.7% | -30.3% | +37.0% | +12.5% |
| 1Y | -15.2% | -39.6% | +24.4% | -8.2% |
| 3Y | +14.9% | +32.2% | -17.3% | +18.3% |
| 5Y | +20.8% | +15.1% | +5.7% | +24.0% |
| All | +19.6% | +54.2% | -34.6% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling