-2.4%
BAC vs DKS
-32.5%
+30.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +1.5% | +3.3% | -1.7% | +1.1% |
| 30D | -6.4% | +5.9% | -12.3% | -7.0% |
| 3M | -21.7% | -27.4% | +5.8% | -18.6% |
| 6M | +0.5% | -32.6% | +33.1% | +5.6% |
| YTD | -6.7% | -24.8% | +18.1% | -4.8% |
| All | -2.4% | -32.5% | +30.1% | +1.5% |
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