-38.3%
BAX vs DKS
+199.2%
-237.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.4% | -4.7% | -0.7% | -4.9% |
| 30D | -12.4% | -35.1% | +22.7% | -8.5% |
| 3M | +19.1% | -37.7% | +56.8% | +25.0% |
| 6M | +38.6% | -30.7% | +69.4% | +43.7% |
| YTD | +26.7% | -31.9% | +58.6% | +31.6% |
| 1Y | +1.0% | -40.0% | +41.0% | +6.3% |
| 3Y | -33.9% | +28.4% | -62.3% | -35.8% |
| 5Y | -67.0% | +12.4% | -79.5% | -68.3% |
| All | -38.3% | +199.2% | -237.6% | -49.1% |
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 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