+12.4%
DKS vs BIDU
-45.6%
+58.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -4.7% | -5.2% | +0.5% | -4.0% |
| 30D | -35.1% | -14.5% | -20.6% | -33.7% |
| 3M | -37.7% | -22.9% | -14.8% | -35.5% |
| 6M | -30.7% | -27.8% | -2.9% | -28.0% |
| YTD | -31.9% | -30.7% | -1.3% | -29.2% |
| 1Y | -40.0% | -15.8% | -24.2% | -40.1% |
| 3Y | +28.4% | -33.2% | +61.6% | +29.8% |
| 5Y | +12.4% | -44.8% | +57.2% | +13.1% |
| All | +12.4% | -45.6% | +58.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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