+391.9%
BAC vs DKS
+199.2%
+192.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | -4.7% | +4.5% | +0.9% |
| 30D | -1.8% | -35.1% | +33.3% | +7.1% |
| 3M | +15.3% | -37.7% | +53.0% | +26.6% |
| 6M | +30.2% | -30.7% | +60.9% | +38.6% |
| YTD | +15.6% | -31.9% | +47.5% | +23.4% |
| 1Y | +27.5% | -40.0% | +67.5% | +39.8% |
| 3Y | +137.0% | +28.4% | +108.6% | +106.2% |
| 5Y | +75.6% | +12.4% | +63.2% | +50.0% |
| All | +391.9% | +199.2% | +192.7% | +172.1% |
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