+154.7%
BAX vs DKS
+6,292.4%
-6,137.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | -1.1% | +3.0% | -4.2% | -1.5% |
| 30D | -5.5% | -30.5% | +25.1% | -1.7% |
| 3M | +33.5% | -35.7% | +69.2% | +40.2% |
| 6M | +35.9% | -29.7% | +65.5% | +40.9% |
| YTD | +35.4% | -28.9% | +64.2% | +40.2% |
| 1Y | +9.8% | -35.9% | +45.6% | +15.1% |
| 3Y | -32.7% | +28.2% | -60.9% | -36.1% |
| 5Y | -65.6% | +11.8% | -77.4% | -67.6% |
| 10Y | -34.9% | +211.6% | -246.5% | -49.2% |
| All | +154.7% | +6,292.4% | -6,137.7% | +76.3% |
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