+27.3%
BAC vs DKS
-40.1%
+67.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | -1.4% | -37.7% | +36.3% | +4.1% |
| 3M | +15.7% | -38.9% | +54.7% | +22.4% |
| 6M | +32.2% | -31.1% | +63.3% | +35.9% |
| YTD | +15.8% | -31.8% | +47.6% | +19.8% |
| 1Y | +27.3% | -38.0% | +65.3% | +33.4% |
| All | +27.3% | -40.1% | +67.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling