+26.6%
BA vs DKS
+237.0%
-210.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | 0.0% | +9.4% | -9.4% | -2.8% |
| 30D | -8.9% | +9.8% | -18.7% | -11.7% |
| 3M | -25.5% | -29.3% | +3.8% | -19.2% |
| 6M | -27.0% | -32.6% | +5.6% | -20.1% |
| YTD | -20.1% | -22.6% | +2.4% | -17.0% |
| 1Y | -11.0% | -29.8% | +18.8% | -4.8% |
| 3Y | -11.8% | +43.2% | -55.0% | -29.9% |
| 5Y | -20.6% | +29.8% | -50.5% | -39.1% |
| 10Y | +26.6% | +236.7% | -210.1% | -49.1% |
| All | +26.6% | +237.0% | -210.4% | -49.1% |
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