+192.6%
DKS vs BWA
+153.1%
+39.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.5% |
| 7D | -4.7% | -0.1% | -4.7% | -4.7% |
| 30D | -35.1% | -5.5% | -29.6% | -33.4% |
| 3M | -37.7% | -7.6% | -30.1% | -35.8% |
| 6M | -30.7% | +25.0% | -55.7% | -39.8% |
| YTD | -31.9% | +47.0% | -78.9% | -47.0% |
| 1Y | -40.0% | +54.0% | -94.0% | -54.7% |
| 3Y | +28.4% | +70.7% | -42.3% | -11.5% |
| 5Y | +12.4% | +86.7% | -74.2% | -29.3% |
| All | +192.6% | +153.1% | +39.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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