+26.8%
BA vs DKS
+235.2%
-208.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -7.9% | +8.9% | -16.8% | -10.5% |
| 3M | -25.2% | -26.4% | +1.2% | -19.9% |
| 6M | -26.7% | -31.1% | +4.3% | -20.4% |
| YTD | -19.6% | -22.8% | +3.2% | -16.4% |
| 1Y | -10.6% | -29.5% | +18.9% | -4.5% |
| 3Y | -11.2% | +42.8% | -54.0% | -29.4% |
| 5Y | -20.4% | +29.2% | -49.6% | -38.8% |
| 10Y | +26.8% | +235.0% | -208.2% | -49.0% |
| All | +26.8% | +235.2% | -208.4% | -49.0% |
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