+32.2%
DKS vs BRO
-7.6%
+39.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.0% | -7.3% | +5.3% | -0.7% |
| 30D | -32.7% | -6.9% | -25.9% | -31.7% |
| 3M | -38.8% | +10.7% | -49.5% | -39.0% |
| 6M | -29.4% | -2.7% | -26.7% | -28.4% |
| YTD | -30.3% | -16.3% | -14.0% | -27.5% |
| 1Y | -39.6% | -29.1% | -10.5% | -35.5% |
| 3Y | +32.2% | -7.8% | +40.0% | +38.0% |
| All | +32.2% | -7.6% | +39.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling