+136.4%
BAC vs DKS
+28.7%
+107.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.2% |
| 30D | -0.7% | -36.6% | +35.9% | +7.0% |
| 3M | +16.9% | -37.6% | +54.5% | +26.2% |
| 6M | +29.6% | -32.1% | +61.7% | +36.6% |
| YTD | +15.3% | -32.3% | +47.6% | +21.6% |
| 1Y | +28.8% | -39.5% | +68.3% | +38.7% |
| 3Y | +136.4% | +27.7% | +108.7% | +79.4% |
| All | +136.4% | +28.7% | +107.7% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling