+12.5%
DKS vs BAH
-3.7%
+16.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | -37.7% | -6.6% | -31.1% | -36.9% |
| 3M | -38.9% | -7.2% | -31.8% | -38.2% |
| 6M | -31.1% | -10.0% | -21.1% | -30.2% |
| YTD | -31.8% | -12.5% | -19.4% | -31.0% |
| 1Y | -38.0% | -27.9% | -10.1% | -34.9% |
| 3Y | +28.6% | -31.4% | +60.0% | +28.9% |
| 5Y | +12.5% | -3.2% | +15.8% | -3.2% |
| All | +12.5% | -3.7% | +16.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling