+15.5%
DKS vs BG
+81.8%
-66.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.7% |
| 7D | -3.0% | +3.1% | -6.1% | -3.5% |
| 30D | -33.4% | +10.2% | -43.6% | -34.7% |
| 3M | -39.4% | -1.7% | -37.7% | -39.3% |
| 6M | -30.1% | +1.0% | -31.1% | -30.8% |
| YTD | -31.0% | +39.9% | -70.9% | -36.7% |
| 1Y | -40.2% | +53.2% | -93.4% | -46.4% |
| 3Y | +30.9% | +16.3% | +14.7% | +22.3% |
| All | +15.5% | +81.8% | -66.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling