+30.9%
DKS vs BG
+18.0%
+13.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.6% |
| 7D | -3.0% | +3.1% | -6.1% | -3.3% |
| 30D | -33.4% | +10.2% | -43.6% | -34.2% |
| 3M | -39.4% | -1.7% | -37.7% | -39.2% |
| 6M | -30.1% | +1.0% | -31.1% | -30.5% |
| YTD | -31.0% | +39.9% | -70.9% | -35.8% |
| 1Y | -40.2% | +53.2% | -93.4% | -45.6% |
| 3Y | +30.9% | +16.3% | +14.7% | +20.1% |
| All | +30.9% | +18.0% | +13.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling