-39.8%
AA vs DKS
-32.1%
-7.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.4% |
| 7D | +5.3% | +3.3% | +2.0% | +5.2% |
| 30D | -2.3% | +5.9% | -8.2% | -2.3% |
| 3M | -20.8% | -27.4% | +6.6% | -19.1% |
| 6M | -39.8% | -32.6% | -7.2% | -38.4% |
| All | -39.8% | -32.1% | -7.7% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling