+232.8%
BAC vs DKS
+6,292.4%
-6,059.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | +3.0% | -1.9% | 0.0% |
| 30D | -0.4% | -30.5% | +30.1% | +10.5% |
| 3M | +16.9% | -35.7% | +52.6% | +33.0% |
| 6M | +26.6% | -29.7% | +56.3% | +38.3% |
| YTD | +15.8% | -28.9% | +44.6% | +25.6% |
| 1Y | +27.2% | -35.9% | +63.0% | +42.2% |
| 3Y | +132.4% | +28.2% | +104.3% | +86.3% |
| 5Y | +72.6% | +11.8% | +60.8% | +33.2% |
| 10Y | +389.7% | +211.6% | +178.1% | +99.2% |
| All | +232.8% | +6,292.4% | -6,059.6% | -39.1% |
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