+71.4%
BTI vs DKS
+203.5%
-132.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | -1.1% | -33.4% | +32.3% | +1.5% |
| 3M | -8.8% | -39.4% | +30.6% | -5.7% |
| 6M | -4.0% | -30.1% | +26.1% | -2.0% |
| YTD | +0.4% | -31.0% | +31.3% | +2.4% |
| 1Y | +1.9% | -40.2% | +42.1% | +5.0% |
| 3Y | +108.5% | +30.9% | +77.6% | +95.1% |
| 5Y | +118.5% | +14.0% | +104.5% | +102.6% |
| All | +71.4% | +203.5% | -132.0% | +25.4% |
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 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