+937.5%
BA vs DKS
+6,292.4%
-5,354.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +1.2% | +3.0% | -1.8% | +0.3% |
| 30D | -11.6% | -30.5% | +18.9% | -4.2% |
| 3M | -2.4% | -35.7% | +33.3% | +8.0% |
| 6M | -6.6% | -29.7% | +23.1% | +0.1% |
| YTD | -2.2% | -28.9% | +26.6% | +4.2% |
| 1Y | -8.0% | -35.9% | +27.9% | +0.4% |
| 3Y | -5.0% | +28.2% | -33.1% | -18.3% |
| 5Y | -2.7% | +11.8% | -14.5% | -17.4% |
| 10Y | +75.9% | +211.6% | -135.7% | -1.0% |
| All | +937.5% | +6,292.4% | -5,354.9% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling