+29.3%
DKS vs BWA
+67.1%
-37.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -37.7% | -5.6% | -32.2% | -36.5% |
| 3M | -38.9% | -10.7% | -28.2% | -36.6% |
| 6M | -31.1% | +23.2% | -54.3% | -37.6% |
| YTD | -31.8% | +46.0% | -77.8% | -44.1% |
| 1Y | -38.0% | +51.2% | -89.2% | -50.2% |
| All | +29.3% | +67.1% | -37.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling