-3.5%
BAC vs DKS
-29.9%
+26.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -7.2% | +8.9% | -16.1% | -8.1% |
| 3M | -20.4% | -26.4% | +5.9% | -17.3% |
| 6M | +1.3% | -31.1% | +32.3% | +6.3% |
| YTD | -6.4% | -22.8% | +16.4% | -4.8% |
| 1Y | -3.5% | -29.5% | +26.0% | 0.0% |
| All | -3.5% | -29.9% | +26.4% | 0.0% |
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