+485.8%
DKS vs BAH
+886.2%
-400.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | +3.0% | -3.2% | +6.2% | +3.9% |
| 30D | -30.5% | +2.0% | -32.5% | -30.7% |
| 3M | -35.7% | -7.6% | -28.1% | -34.5% |
| 6M | -29.7% | -5.7% | -24.0% | -29.3% |
| YTD | -28.9% | -11.7% | -17.1% | -27.8% |
| 1Y | -35.9% | -27.4% | -8.5% | -31.6% |
| 3Y | +28.2% | -32.5% | +60.7% | +34.1% |
| 5Y | +11.8% | -3.3% | +15.2% | +2.6% |
| 10Y | +211.6% | +186.0% | +25.6% | +110.2% |
| All | +485.8% | +886.2% | -400.4% | +174.4% |
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