+199.6%
DKS vs BR
+189.7%
+9.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.0% | -3.0% | +0.9% | -0.6% |
| 30D | -32.7% | -0.3% | -32.4% | -32.7% |
| 3M | -38.8% | +17.3% | -56.1% | -43.7% |
| 6M | -29.4% | -6.7% | -22.7% | -27.8% |
| YTD | -30.3% | -23.4% | -6.9% | -21.4% |
| 1Y | -39.6% | -32.7% | -6.9% | -27.0% |
| 3Y | +32.2% | -5.9% | +38.1% | +31.7% |
| 5Y | +15.1% | +8.4% | +6.7% | +3.5% |
| All | +199.6% | +189.7% | +9.9% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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