+21.3%
BAC vs DKS
+26.9%
-5.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +2.1% | +9.4% | -7.4% | +0.3% |
| 30D | -6.7% | +9.8% | -16.5% | -8.5% |
| 3M | -20.2% | -29.3% | +9.0% | -15.8% |
| 6M | -0.2% | -32.6% | +32.4% | +6.0% |
| YTD | -6.4% | -22.6% | +16.2% | -3.8% |
| 1Y | -3.1% | -29.8% | +26.7% | +1.6% |
| 3Y | +96.7% | +43.2% | +53.5% | +70.4% |
| 5Y | +21.3% | +29.8% | -8.5% | +0.8% |
| All | +21.3% | +26.9% | -5.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling