+199.6%
DKS vs BG
+166.7%
+32.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.9% |
| 7D | -2.0% | +3.1% | -5.2% | -3.1% |
| 30D | -32.7% | +10.2% | -43.0% | -35.2% |
| 3M | -38.8% | -1.7% | -37.1% | -39.0% |
| 6M | -29.4% | +1.0% | -30.4% | -30.8% |
| YTD | -30.3% | +39.9% | -70.2% | -39.4% |
| 1Y | -39.6% | +53.2% | -92.8% | -49.5% |
| 3Y | +32.2% | +16.3% | +15.9% | +19.5% |
| 5Y | +15.1% | +83.9% | -68.8% | -17.5% |
| All | +199.6% | +166.7% | +32.9% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling