+32.2%
DKS vs BAM
+85.9%
-53.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -2.1% | +9.7% | -11.8% | -6.2% |
| 30D | +7.3% | +19.0% | -11.6% | -0.9% |
| 3M | -28.4% | +0.6% | -29.0% | -28.9% |
| 6M | -36.9% | +11.1% | -48.0% | -40.4% |
| YTD | -27.3% | +4.2% | -31.5% | -29.6% |
| 1Y | -33.2% | +3.3% | -36.6% | -35.2% |
| 3Y | +32.2% | +88.8% | -56.6% | -8.1% |
| All | +32.2% | +85.9% | -53.7% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling