-29.4%
DKS vs BIYA
-99.8%
+70.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.7% |
| 30D | -35.1% | -15.9% | -19.1% | -34.9% |
| 3M | -37.7% | -81.2% | +43.5% | -36.9% |
| 6M | -30.7% | -88.2% | +57.5% | -30.2% |
| YTD | -31.9% | -94.1% | +62.2% | -30.7% |
| 1Y | -40.0% | -98.7% | +58.7% | -36.8% |
| All | -29.4% | -99.8% | +70.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling