+29.3%
DKS vs BB
+66.7%
-37.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.2% |
| 30D | -37.7% | -12.2% | -25.5% | -36.7% |
| 3M | -38.9% | -12.3% | -26.6% | -38.9% |
| 6M | -31.1% | +122.7% | -153.8% | -42.8% |
| YTD | -31.8% | +104.5% | -136.3% | -42.5% |
| 1Y | -38.0% | +106.7% | -144.7% | -48.3% |
| All | +29.3% | +66.7% | -37.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling