+28.1%
BA vs DKS
+244.9%
-216.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -2.1% |
| 7D | -1.7% | +3.8% | -5.6% | -3.0% |
| 30D | -9.5% | +8.1% | -17.5% | -11.8% |
| 3M | -26.5% | -28.6% | +2.1% | -20.5% |
| 6M | -27.4% | -33.6% | +6.2% | -20.1% |
| YTD | -20.6% | -23.8% | +3.2% | -17.1% |
| 1Y | -11.4% | -30.7% | +19.3% | -4.9% |
| 3Y | -10.8% | +41.5% | -52.4% | -28.8% |
| 5Y | -21.9% | +23.0% | -45.0% | -38.9% |
| 10Y | +28.1% | +236.0% | -207.8% | -48.3% |
| All | +28.1% | +244.9% | -216.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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