+227.2%
DKS vs BAH
+198.8%
+28.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +6.3% | +1.7% | +4.6% | +5.8% |
| 30D | +9.3% | +20.8% | -11.5% | +3.8% |
| 3M | -25.3% | +11.6% | -36.9% | -27.6% |
| 6M | -29.2% | +23.1% | -52.3% | -33.7% |
| YTD | -22.7% | +5.3% | -28.0% | -25.4% |
| 1Y | -30.1% | +6.1% | -36.3% | -33.0% |
| 3Y | +45.6% | -27.5% | +73.1% | +49.8% |
| 5Y | +28.5% | +6.2% | +22.3% | +11.3% |
| All | +227.2% | +198.8% | +28.5% | +104.9% |
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