-29.8%
DKS vs BG
+7.2%
-37.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +8.0% |
| 7D | +8.4% | -3.8% | +12.2% | +7.8% |
| 30D | +7.7% | -9.6% | +17.3% | +6.2% |
| 3M | -25.8% | -8.5% | -17.2% | -27.1% |
| 6M | -31.0% | -23.0% | -8.0% | -32.4% |
| YTD | -23.8% | +10.9% | -34.7% | -35.0% |
| 1Y | -29.8% | +6.0% | -35.8% | -38.9% |
| All | -29.8% | +7.2% | -37.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling