-31.1%
DKS vs BG
+7.2%
-38.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.7% |
| 7D | -2.9% | +0.5% | -3.4% | -2.6% |
| 30D | -37.7% | +10.3% | -48.0% | -35.9% |
| 3M | -38.9% | -1.9% | -37.0% | -38.8% |
| 6M | -31.1% | +5.2% | -36.3% | -31.3% |
| All | -31.1% | +7.2% | -38.3% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling