+1,923.0%
BTI vs DKS
+6,026.4%
-4,103.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | -4.8% | -37.7% | +32.9% | -0.3% |
| 3M | -8.1% | -38.9% | +30.8% | -3.6% |
| 6M | -4.2% | -31.1% | +26.9% | -1.2% |
| YTD | -1.3% | -31.8% | +30.5% | +1.9% |
| 1Y | +2.1% | -38.0% | +40.2% | +6.2% |
| 3Y | +108.9% | +28.6% | +80.3% | +93.1% |
| 5Y | +114.5% | +12.5% | +101.9% | +95.8% |
| 10Y | +72.2% | +198.3% | -126.1% | +27.7% |
| All | +1,923.0% | +6,026.4% | -4,103.4% | +1,082.8% |
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