+557.7%
DKS vs BR
+1,281.7%
-724.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -2.9% | -5.0% | +2.1% | -0.2% |
| 30D | -37.7% | -2.5% | -35.3% | -37.0% |
| 3M | -38.9% | +13.5% | -52.4% | -43.3% |
| 6M | -31.1% | -9.4% | -21.7% | -28.5% |
| YTD | -31.8% | -23.3% | -8.5% | -23.2% |
| 1Y | -38.0% | -31.6% | -6.4% | -25.7% |
| 3Y | +28.6% | -5.1% | +33.7% | +27.2% |
| 5Y | +12.5% | +8.2% | +4.4% | +1.6% |
| 10Y | +198.3% | +189.8% | +8.5% | +48.5% |
| All | +557.7% | +1,281.7% | -724.0% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling