+26.7%
BTDR vs DKS
+49.8%
-23.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +3.3% |
| 7D | +22.4% | -0.4% | +22.9% | +22.5% |
| 30D | +16.5% | -36.6% | +53.1% | +25.2% |
| 3M | -31.5% | -37.6% | +6.1% | -26.3% |
| 6M | +74.0% | -32.1% | +106.1% | +84.2% |
| YTD | +13.0% | -32.3% | +45.3% | +19.8% |
| 1Y | -0.2% | -39.5% | +39.2% | +7.9% |
| 3Y | +9.9% | +27.7% | -17.8% | +13.8% |
| 5Y | +28.1% | +15.0% | +13.1% | +32.2% |
| All | +26.7% | +49.8% | -23.1% | +31.4% |
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