-29.3%
DKS vs BIYA
-99.8%
+70.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -2.9% | +2.7% | -5.6% | -2.9% |
| 30D | -37.7% | -16.7% | -21.0% | -37.6% |
| 3M | -38.9% | -74.6% | +35.7% | -38.5% |
| 6M | -31.1% | -85.4% | +54.3% | -30.9% |
| YTD | -31.8% | -94.2% | +62.4% | -30.6% |
| 1Y | -38.0% | -98.6% | +60.5% | -34.9% |
| All | -29.3% | -99.8% | +70.5% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling