-26.2%
DKS vs BIYA
-99.8%
+73.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | +3.0% | +1.3% | +1.7% | +3.0% |
| 30D | -30.5% | -21.0% | -9.6% | -30.4% |
| 3M | -35.7% | -74.3% | +38.6% | -35.2% |
| 6M | -29.7% | -84.6% | +54.9% | -29.6% |
| YTD | -28.9% | -94.2% | +65.3% | -27.6% |
| 1Y | -35.9% | -98.2% | +62.4% | -33.2% |
| All | -26.2% | -99.8% | +73.5% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling