+199.6%
DKS vs BAH
+207.9%
-8.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.0% | +4.3% | -6.3% | -3.2% |
| 30D | -32.7% | -2.5% | -30.3% | -32.2% |
| 3M | -38.8% | -0.9% | -37.9% | -38.8% |
| 6M | -29.4% | +1.5% | -30.9% | -30.4% |
| YTD | -30.3% | -8.0% | -22.3% | -30.1% |
| 1Y | -39.6% | -24.7% | -14.9% | -35.9% |
| 3Y | +32.2% | -28.4% | +60.6% | +34.6% |
| 5Y | +15.1% | +2.8% | +12.3% | -0.7% |
| All | +199.6% | +207.9% | -8.4% | +84.3% |
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