+426.2%
BTSG vs DKS
-8.4%
+434.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.5% | -6.6% |
| 7D | -5.8% | -4.7% | -1.0% | -4.9% |
| 30D | 0.0% | -35.1% | +35.0% | +8.2% |
| 3M | -4.5% | -37.7% | +33.2% | +4.2% |
| 6M | +40.0% | -30.7% | +70.8% | +49.2% |
| YTD | +54.6% | -31.9% | +86.5% | +64.9% |
| 1Y | +106.1% | -40.0% | +146.1% | +125.2% |
| All | +426.2% | -8.4% | +434.6% | +456.1% |
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