+5,669.5%
DKS vs BRO
+956.0%
+4,713.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -3.0% | -7.3% | +4.4% | +0.9% |
| 30D | -33.4% | -6.9% | -26.5% | -30.7% |
| 3M | -39.4% | +10.7% | -50.0% | -42.6% |
| 6M | -30.1% | -2.7% | -27.4% | -30.0% |
| YTD | -31.0% | -16.3% | -14.6% | -25.6% |
| 1Y | -40.2% | -29.1% | -11.1% | -30.1% |
| 3Y | +30.9% | -7.8% | +38.8% | +28.2% |
| 5Y | +14.0% | +18.7% | -4.7% | -4.9% |
| 10Y | +202.1% | +291.9% | -89.8% | +30.6% |
| All | +5,669.5% | +956.0% | +4,713.5% | +1,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling