+15.5%
DKS vs BTG
+78.0%
-62.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -3.0% | -3.8% | +0.8% | -2.6% |
| 30D | -33.4% | +3.6% | -37.0% | -33.8% |
| 3M | -39.4% | +32.0% | -71.4% | -41.3% |
| 6M | -30.1% | +3.4% | -33.5% | -31.2% |
| YTD | -31.0% | +20.8% | -51.7% | -33.1% |
| 1Y | -40.2% | +22.4% | -62.6% | -42.3% |
| 3Y | +30.9% | +91.7% | -60.8% | +19.5% |
| All | +15.5% | +78.0% | -62.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling