-66.9%
BAX vs DKS
+9.4%
-76.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -9.7% | -36.6% | +26.9% | -3.7% |
| 3M | +29.3% | -37.6% | +66.9% | +38.2% |
| 6M | +40.7% | -32.1% | +72.7% | +48.2% |
| YTD | +30.3% | -32.3% | +62.6% | +37.4% |
| 1Y | +3.4% | -39.5% | +42.9% | +10.7% |
| 3Y | -32.0% | +27.7% | -59.7% | -34.1% |
| 5Y | -66.9% | +15.0% | -81.9% | -68.8% |
| All | -66.9% | +9.4% | -76.3% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling