+535.7%
DKS vs BAH
+1,077.1%
-541.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +8.9% | +18.0% | -9.1% | +4.2% |
| 3M | -26.4% | +11.4% | -37.8% | -28.5% |
| 6M | -31.1% | +17.7% | -48.7% | -34.5% |
| YTD | -22.8% | +5.4% | -28.2% | -25.5% |
| 1Y | -29.5% | +2.8% | -32.2% | -31.6% |
| 3Y | +42.8% | -26.7% | +69.5% | +46.8% |
| 5Y | +29.2% | +8.1% | +21.1% | +15.4% |
| 10Y | +235.0% | +202.5% | +32.4% | +121.8% |
| All | +535.7% | +1,077.1% | -541.4% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling