+192.6%
DKS vs BBWI
-57.7%
+250.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -4.7% | -8.0% | +3.3% | -1.8% |
| 30D | -35.1% | -6.6% | -28.4% | -32.9% |
| 3M | -37.7% | -2.7% | -35.0% | -37.1% |
| 6M | -30.7% | -12.8% | -18.0% | -28.5% |
| YTD | -31.9% | -10.5% | -21.5% | -31.1% |
| 1Y | -40.0% | -35.3% | -4.7% | -32.8% |
| 3Y | +28.4% | -47.7% | +76.1% | +47.7% |
| 5Y | +12.4% | -68.9% | +81.3% | +51.9% |
| All | +192.6% | -57.7% | +250.3% | +182.9% |
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