+192.6%
DKS vs BLDR
+372.1%
-179.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +1.5% |
| 7D | -4.7% | -8.1% | +3.4% | -1.3% |
| 30D | -35.1% | -21.5% | -13.6% | -28.1% |
| 3M | -37.7% | -21.0% | -16.7% | -32.2% |
| 6M | -30.7% | -37.1% | +6.3% | -17.8% |
| YTD | -31.9% | -42.7% | +10.8% | -16.9% |
| 1Y | -40.0% | -58.0% | +18.0% | -16.7% |
| 3Y | +28.4% | -57.8% | +86.3% | +66.4% |
| 5Y | +12.4% | +10.3% | +2.1% | -9.6% |
| All | +192.6% | +372.1% | -179.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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