-40.0%
DKS vs BAH
-24.1%
-15.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.6% |
| 7D | -4.7% | +2.4% | -7.2% | -4.9% |
| 30D | -35.1% | -2.9% | -32.1% | -34.9% |
| 3M | -37.7% | -1.3% | -36.4% | -37.9% |
| 6M | -30.7% | -0.9% | -29.9% | -31.2% |
| YTD | -31.9% | -8.2% | -23.7% | -32.2% |
| 1Y | -40.0% | -24.0% | -16.0% | -38.8% |
| All | -40.0% | -24.1% | -15.9% | -38.8% |
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