+86.6%
AA vs DKS
+26.6%
+60.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +4.9% |
| 7D | +1.7% | -0.4% | +2.1% | +1.6% |
| 30D | +3.3% | -36.6% | +39.9% | +16.0% |
| 3M | -29.4% | -37.6% | +8.2% | -20.7% |
| 6M | -12.8% | -32.1% | +19.3% | -5.8% |
| YTD | -2.1% | -32.3% | +30.2% | +5.5% |
| 1Y | +62.8% | -39.5% | +102.2% | +82.1% |
| All | +86.6% | +26.6% | +60.0% | +4.3% |
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 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