+1,069.4%
BDX vs DKS
+6,026.4%
-4,957.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.8% |
| 30D | +0.1% | -37.7% | +37.8% | +4.7% |
| 3M | +18.3% | -38.9% | +57.2% | +23.9% |
| 6M | +10.1% | -31.1% | +41.2% | +13.7% |
| YTD | +19.4% | -31.8% | +51.3% | +23.4% |
| 1Y | +22.3% | -38.0% | +60.4% | +27.5% |
| 3Y | -9.4% | +28.6% | -38.0% | -14.1% |
| 5Y | -2.0% | +12.5% | -14.5% | -8.1% |
| 10Y | +59.6% | +198.3% | -138.8% | +25.6% |
| All | +1,069.4% | +6,026.4% | -4,957.0% | +600.7% |
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