+21.5%
BX vs DKS
+27.3%
-5.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -8.9% | -4.7% | -4.2% | -7.5% |
| 30D | -14.8% | -35.1% | +20.3% | -4.0% |
| 3M | +6.9% | -37.7% | +44.6% | +22.0% |
| 6M | +16.3% | -30.7% | +47.0% | +26.3% |
| YTD | -16.1% | -31.9% | +15.8% | -8.3% |
| 1Y | -26.8% | -40.0% | +13.2% | -16.5% |
| All | +21.5% | +27.3% | -5.8% | -11.2% |
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