+16.0%
BX vs DKS
+12.8%
+3.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -8.9% | -4.7% | -4.2% | -7.3% |
| 30D | -14.8% | -35.1% | +20.3% | -2.7% |
| 3M | +6.9% | -37.7% | +44.6% | +23.7% |
| 6M | +16.3% | -30.7% | +47.0% | +27.8% |
| YTD | -16.1% | -31.9% | +15.8% | -7.2% |
| 1Y | -26.8% | -40.0% | +13.2% | -15.4% |
| 3Y | +22.4% | +28.4% | -6.0% | -2.2% |
| 5Y | +16.0% | +12.4% | +3.6% | -15.2% |
| All | +16.0% | +12.8% | +3.2% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling