-15.2%
BTDR vs DKS
-38.6%
+23.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +44.7% |
| 3M | -32.2% | -38.8% | +6.6% | -23.2% |
| 6M | +52.4% | -29.4% | +81.8% | +59.3% |
| YTD | +6.7% | -30.3% | +37.0% | +12.4% |
| 1Y | -15.2% | -39.6% | +24.4% | -8.5% |
| All | -15.2% | -38.6% | +23.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling