+5,845.5%
DKS vs BB
+308.5%
+5,537.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | -5.6% | +8.6% | +4.0% |
| 30D | -30.5% | -11.8% | -18.7% | -29.3% |
| 3M | -35.7% | -25.5% | -10.2% | -33.6% |
| 6M | -29.7% | +121.3% | -151.0% | -40.1% |
| YTD | -28.9% | +103.2% | -132.0% | -38.5% |
| 1Y | -35.9% | +102.6% | -138.5% | -44.9% |
| 3Y | +28.2% | +37.5% | -9.3% | +11.9% |
| 5Y | +11.8% | -30.4% | +42.3% | +5.6% |
| 10Y | +211.6% | 0.0% | +211.6% | +138.8% |
| All | +5,845.5% | +308.5% | +5,537.1% | +5,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling