+117.9%
BTSG vs DKS
-29.5%
+147.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -1.5% |
| 7D | +17.4% | +8.4% | +9.0% | +15.4% |
| 30D | +12.6% | +7.7% | +4.9% | +10.6% |
| 3M | +11.2% | -25.8% | +36.9% | +18.2% |
| 6M | +30.4% | -31.0% | +61.4% | +40.8% |
| YTD | +86.4% | -23.8% | +110.2% | +94.2% |
| 1Y | +117.9% | -29.8% | +147.7% | +133.5% |
| All | +117.9% | -29.5% | +147.4% | +133.5% |
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