+881.0%
DKS vs BTG
+385.9%
+495.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.7% |
| 7D | -2.9% | +2.4% | -5.3% | -3.0% |
| 30D | -37.7% | +9.5% | -47.2% | -38.0% |
| 3M | -38.9% | +38.5% | -77.4% | -40.0% |
| 6M | -31.1% | +5.6% | -36.7% | -31.6% |
| YTD | -31.8% | +23.9% | -55.7% | -32.9% |
| 1Y | -38.0% | +32.1% | -70.2% | -39.3% |
| 3Y | +28.6% | +103.2% | -74.6% | +22.8% |
| 5Y | +12.5% | +79.7% | -67.2% | +7.4% |
| 10Y | +198.3% | +159.1% | +39.2% | +177.2% |
| All | +881.0% | +385.9% | +495.1% | +796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling