+196.8%
DKS vs BB
+1.6%
+195.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -33.4% | -12.5% | -20.8% | -32.0% |
| 3M | -39.4% | -17.4% | -21.9% | -38.4% |
| 6M | -30.1% | +119.1% | -149.2% | -41.8% |
| YTD | -31.0% | +102.4% | -133.3% | -41.7% |
| 1Y | -40.2% | +98.2% | -138.4% | -49.6% |
| 3Y | +30.9% | +46.9% | -16.0% | +10.9% |
| 5Y | +14.0% | -26.4% | +40.4% | +5.2% |
| All | +196.8% | +1.6% | +195.2% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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