-19.0%
BAX vs DKS
+44.7%
-63.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | +0.1% | +6.3% | -6.2% | -1.2% |
| 30D | +4.1% | +9.3% | -5.2% | +1.9% |
| 3M | -4.5% | -25.3% | +20.7% | +0.2% |
| 6M | +49.2% | -29.2% | +78.4% | +58.3% |
| YTD | +35.2% | -22.7% | +58.0% | +40.7% |
| 1Y | +38.3% | -30.1% | +68.4% | +46.7% |
| 3Y | -19.0% | +45.6% | -64.7% | -29.6% |
| All | -19.0% | +44.7% | -63.7% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling