+876.5%
DKS vs BIDU
+1,302.3%
-425.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.1% | -3.4% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -36.6% | -15.6% | -21.0% | -34.5% |
| 3M | -37.6% | -22.3% | -15.3% | -34.7% |
| 6M | -32.1% | -22.3% | -9.8% | -29.5% |
| YTD | -32.3% | -29.2% | -3.2% | -28.8% |
| 1Y | -39.5% | -14.8% | -24.7% | -39.5% |
| 3Y | +27.7% | -31.8% | +59.4% | +30.0% |
| 5Y | +15.0% | -43.1% | +58.1% | +14.0% |
| 10Y | +192.6% | -50.6% | +243.2% | +174.2% |
| All | +876.5% | +1,302.3% | -425.7% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling