+12.5%
DKS vs BBWI
-68.8%
+81.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +3.2% |
| 7D | -2.9% | -4.4% | +1.5% | -1.3% |
| 30D | -37.7% | -7.4% | -30.3% | -35.3% |
| 3M | -38.9% | -2.2% | -36.7% | -38.4% |
| 6M | -31.1% | -16.3% | -14.8% | -27.6% |
| YTD | -31.8% | -9.1% | -22.7% | -31.4% |
| 1Y | -38.0% | -34.5% | -3.5% | -30.1% |
| 3Y | +28.6% | -47.0% | +75.6% | +47.4% |
| 5Y | +12.5% | -68.8% | +81.4% | +69.8% |
| All | +12.5% | -68.8% | +81.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling