+38.8%
DKS vs BAM
+90.5%
-51.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +3.9% |
| 7D | +3.8% | +5.3% | -1.4% | +1.7% |
| 30D | +8.1% | +18.1% | -10.0% | +0.6% |
| 3M | -28.6% | +4.2% | -32.8% | -30.1% |
| 6M | -33.6% | +11.1% | -44.7% | -37.0% |
| YTD | -23.8% | +6.6% | -30.4% | -26.8% |
| 1Y | -30.7% | +6.2% | -36.9% | -33.4% |
| 3Y | +41.5% | +95.0% | -53.5% | +6.4% |
| All | +38.8% | +90.5% | -51.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling