+519.0%
DKS vs BAH
+1,079.0%
-559.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +3.3% | -2.6% | +5.8% | +3.9% |
| 30D | +5.9% | +20.4% | -14.5% | +0.8% |
| 3M | -27.4% | +11.9% | -39.3% | -29.7% |
| 6M | -32.6% | +17.1% | -49.7% | -35.9% |
| YTD | -24.8% | +5.5% | -30.4% | -27.4% |
| 1Y | -32.8% | +5.6% | -38.5% | -35.4% |
| 3Y | +39.1% | -26.5% | +65.6% | +42.9% |
| 5Y | +25.0% | +6.5% | +18.5% | +12.2% |
| 10Y | +226.2% | +203.0% | +23.2% | +115.9% |
| All | +519.0% | +1,079.0% | -559.9% | +175.6% |
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