+227.2%
DKS vs BBWI
-47.4%
+274.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.2% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +9.3% | +12.9% | -3.6% | +4.4% |
| 3M | -25.3% | +16.0% | -41.3% | -29.1% |
| 6M | -29.2% | +16.6% | -45.8% | -34.0% |
| YTD | -22.7% | +9.7% | -32.5% | -28.0% |
| 1Y | -30.1% | +1.5% | -31.6% | -34.4% |
| 3Y | +45.6% | -21.4% | +67.0% | +42.9% |
| 5Y | +28.5% | -67.6% | +96.0% | +70.0% |
| All | +227.2% | -47.4% | +274.7% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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