+28.4%
DKS vs BBWI
-44.3%
+72.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.7% | -3.8% |
| 7D | -0.4% | +1.6% | -2.0% | -0.9% |
| 30D | -36.6% | -6.2% | -30.4% | -34.9% |
| 3M | -37.6% | +4.3% | -42.0% | -38.3% |
| 6M | -32.1% | -7.2% | -24.9% | -31.3% |
| YTD | -32.3% | -3.0% | -29.3% | -33.1% |
| 1Y | -39.5% | -30.8% | -8.7% | -33.2% |
| All | +28.4% | -44.3% | +72.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling