+199.6%
DKS vs BTG
+159.3%
+40.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -2.0% | -3.8% | +1.7% | -1.8% |
| 30D | -32.7% | +3.6% | -36.4% | -33.0% |
| 3M | -38.8% | +32.0% | -70.8% | -40.1% |
| 6M | -29.4% | +3.4% | -32.8% | -30.1% |
| YTD | -30.3% | +20.8% | -51.1% | -31.8% |
| 1Y | -39.6% | +22.4% | -62.0% | -41.0% |
| 3Y | +32.2% | +91.7% | -59.5% | +24.5% |
| 5Y | +15.1% | +79.0% | -63.9% | +8.2% |
| All | +199.6% | +159.3% | +40.3% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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