-26.4%
BA vs DKS
+26.5%
-52.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -1.1% | +6.3% | -7.4% | -2.6% |
| 30D | -7.1% | +9.3% | -16.4% | -9.3% |
| 3M | -25.5% | -25.3% | -0.3% | -21.5% |
| 6M | -28.7% | -29.2% | +0.5% | -24.2% |
| YTD | -21.0% | -22.7% | +1.7% | -18.4% |
| 1Y | -11.9% | -30.1% | +18.3% | -6.6% |
| 3Y | -16.2% | +45.6% | -61.8% | -31.3% |
| All | -26.4% | +26.5% | -52.9% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling