+41.6%
AA vs DKS
+226.4%
-184.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.6% |
| 7D | +0.5% | +6.3% | -5.8% | -1.5% |
| 30D | -0.6% | +9.3% | -9.9% | -3.7% |
| 3M | -19.7% | -25.3% | +5.6% | -14.5% |
| 6M | -41.6% | -29.2% | -12.4% | -37.0% |
| YTD | -24.6% | -22.7% | -1.9% | -21.8% |
| 1Y | +4.9% | -30.1% | +35.0% | +12.5% |
| 3Y | +66.8% | +45.6% | +21.2% | +33.0% |
| 5Y | -19.4% | +28.5% | -47.9% | -36.8% |
| All | +41.6% | +226.4% | -184.9% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling