+30.9%
DKS vs BR
-5.3%
+36.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.0% | -3.0% | 0.0% | -2.0% |
| 30D | -33.4% | -0.3% | -33.1% | -33.4% |
| 3M | -39.4% | +17.3% | -56.7% | -42.5% |
| 6M | -30.1% | -6.7% | -23.4% | -28.1% |
| YTD | -31.0% | -23.4% | -7.5% | -21.8% |
| 1Y | -40.2% | -32.7% | -7.5% | -27.3% |
| 3Y | +30.9% | -5.9% | +36.9% | +31.0% |
| All | +30.9% | -5.3% | +36.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling