+218.4%
DKS vs BAH
+197.5%
+20.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +3.3% | -3.2% | +6.5% | +4.2% |
| 30D | +5.9% | +19.5% | -13.6% | +0.9% |
| 3M | -27.4% | +11.1% | -38.5% | -29.6% |
| 6M | -32.6% | +16.3% | -48.9% | -35.9% |
| YTD | -24.8% | +4.8% | -29.6% | -27.4% |
| 1Y | -32.8% | +4.9% | -37.7% | -35.3% |
| 3Y | +39.1% | -27.0% | +66.1% | +42.6% |
| 5Y | +25.0% | +5.7% | +19.3% | +8.4% |
| All | +218.4% | +197.5% | +20.9% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling