+169.1%
BAC vs DKS
+6,856.2%
-6,687.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +2.1% | +9.4% | -7.4% | -1.3% |
| 30D | -6.7% | +9.8% | -16.5% | -10.1% |
| 3M | -20.2% | -29.3% | +9.0% | -12.6% |
| 6M | -0.2% | -32.6% | +32.4% | +10.4% |
| YTD | -6.4% | -22.6% | +16.2% | -2.2% |
| 1Y | -3.1% | -29.8% | +26.7% | +4.7% |
| 3Y | +96.7% | +43.2% | +53.5% | +50.5% |
| 5Y | +21.3% | +29.8% | -8.5% | -11.6% |
| 10Y | +237.7% | +236.7% | +1.0% | +33.1% |
| All | +169.1% | +6,856.2% | -6,687.1% | -52.6% |
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