+5,845.5%
DKS vs BBWI
+378.9%
+5,466.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.7% |
| 7D | +3.0% | +1.5% | +1.5% | +2.3% |
| 30D | -30.5% | -5.2% | -25.3% | -28.3% |
| 3M | -35.7% | +11.1% | -46.8% | -38.7% |
| 6M | -29.7% | -13.4% | -16.3% | -27.1% |
| YTD | -28.9% | +0.1% | -29.0% | -31.6% |
| 1Y | -35.9% | -36.1% | +0.3% | -26.8% |
| 3Y | +28.2% | -44.1% | +72.2% | +45.0% |
| 5Y | +11.8% | -66.2% | +78.1% | +51.5% |
| 10Y | +211.6% | -54.8% | +266.4% | +187.9% |
| All | +5,845.5% | +378.9% | +5,466.6% | +1,229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling