-10.7%
BDX vs DKS
+27.3%
-38.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -5.4% | -4.7% | -0.7% | -4.9% |
| 30D | -2.2% | -35.1% | +32.9% | +2.3% |
| 3M | +20.1% | -37.7% | +57.8% | +26.3% |
| 6M | +9.1% | -30.7% | +39.8% | +13.0% |
| YTD | +17.9% | -31.9% | +49.8% | +22.4% |
| 1Y | +22.1% | -40.0% | +62.1% | +28.3% |
| All | -10.7% | +27.3% | -38.0% | -14.4% |
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