+199.6%
DKS vs BRO
+294.2%
-94.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.0% | -7.3% | +5.3% | +1.7% |
| 30D | -32.7% | -6.9% | -25.9% | -30.1% |
| 3M | -38.8% | +10.7% | -49.5% | -41.8% |
| 6M | -29.4% | -2.7% | -26.7% | -29.1% |
| YTD | -30.3% | -16.3% | -14.0% | -24.6% |
| 1Y | -39.6% | -29.1% | -10.5% | -29.0% |
| 3Y | +32.2% | -7.8% | +40.0% | +27.3% |
| 5Y | +15.1% | +18.7% | -3.6% | -8.7% |
| All | +199.6% | +294.2% | -94.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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