+20.4%
BTDR vs DKS
+13.6%
+6.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | -3.4% | -3.0% | -0.4% | -2.9% |
| 30D | +32.6% | -33.4% | +66.0% | +41.7% |
| 3M | -32.2% | -39.4% | +7.1% | -26.3% |
| 6M | +52.4% | -30.1% | +82.5% | +60.6% |
| YTD | +6.7% | -31.0% | +37.7% | +12.9% |
| 1Y | -15.2% | -40.2% | +24.9% | -7.8% |
| 3Y | +14.9% | +30.9% | -16.1% | +18.5% |
| All | +20.4% | +13.6% | +6.8% | +24.7% |
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