-33.1%
BAX vs DKS
+226.4%
-259.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +0.1% | +6.3% | -6.2% | -0.7% |
| 30D | +4.1% | +9.3% | -5.2% | +2.9% |
| 3M | -4.5% | -25.3% | +20.7% | -2.1% |
| 6M | +49.2% | -29.2% | +78.4% | +53.8% |
| YTD | +35.2% | -22.7% | +58.0% | +38.1% |
| 1Y | +38.3% | -30.1% | +68.4% | +42.7% |
| 3Y | -19.0% | +45.6% | -64.7% | -22.7% |
| 5Y | -64.2% | +28.5% | -92.6% | -66.1% |
| All | -33.1% | +226.4% | -259.6% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling