+168.2%
BAC vs DKS
+6,654.9%
-6,486.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | +1.5% | +3.3% | -1.7% | +0.3% |
| 30D | -6.4% | +5.9% | -12.3% | -8.6% |
| 3M | -21.7% | -27.4% | +5.8% | -15.0% |
| 6M | +0.5% | -32.6% | +33.1% | +11.2% |
| YTD | -6.7% | -24.8% | +18.1% | -1.5% |
| 1Y | -4.7% | -32.8% | +28.2% | +4.7% |
| 3Y | +96.1% | +39.1% | +57.0% | +51.6% |
| 5Y | +21.7% | +25.0% | -3.3% | -10.0% |
| 10Y | +232.0% | +226.2% | +5.8% | +32.4% |
| All | +168.2% | +6,654.9% | -6,486.7% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling