-35.9%
DKS vs BAH
-28.2%
-7.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.3% |
| 30D | -30.5% | +2.0% | -32.5% | -30.4% |
| 3M | -35.7% | -7.6% | -28.1% | -35.7% |
| 6M | -29.7% | -5.7% | -24.0% | -29.9% |
| YTD | -28.9% | -11.7% | -17.1% | -28.9% |
| 1Y | -35.9% | -27.4% | -8.5% | -34.7% |
| All | -35.9% | -28.2% | -7.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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