+463.5%
BTSG vs DKS
-8.3%
+471.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +2.9% | -2.9% | +5.8% | +3.5% |
| 30D | +0.9% | -37.7% | +38.6% | +10.3% |
| 3M | +1.6% | -38.9% | +40.5% | +11.3% |
| 6M | +46.8% | -31.1% | +77.9% | +56.6% |
| YTD | +65.5% | -31.8% | +97.3% | +76.5% |
| 1Y | +136.2% | -38.0% | +174.3% | +156.7% |
| All | +463.5% | -8.3% | +471.8% | +495.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling