+5,598.2%
DKS vs BG
+741.5%
+4,856.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -2.9% | +0.5% | -3.4% | -3.2% |
| 30D | -37.7% | +10.3% | -48.0% | -39.9% |
| 3M | -38.9% | -1.9% | -37.0% | -39.1% |
| 6M | -31.1% | +5.2% | -36.3% | -33.3% |
| YTD | -31.8% | +41.2% | -73.0% | -40.1% |
| 1Y | -38.0% | +50.5% | -88.6% | -47.0% |
| 3Y | +28.6% | +19.9% | +8.7% | +16.0% |
| 5Y | +12.5% | +86.7% | -74.2% | -14.9% |
| 10Y | +198.3% | +167.5% | +30.9% | +89.5% |
| All | +5,598.2% | +741.5% | +4,856.6% | +2,849.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling