+5.9%
AA vs DKS
+6,842.3%
-6,836.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.8% |
| 7D | +0.5% | +6.3% | -5.8% | -1.7% |
| 30D | -0.6% | +9.3% | -9.9% | -4.1% |
| 3M | -19.7% | -25.3% | +5.6% | -14.1% |
| 6M | -41.6% | -29.2% | -12.4% | -36.7% |
| YTD | -24.6% | -22.7% | -1.9% | -21.6% |
| 1Y | +4.9% | -30.1% | +35.0% | +13.1% |
| 3Y | +66.8% | +45.6% | +21.2% | +30.4% |
| 5Y | -19.4% | +28.5% | -47.9% | -38.3% |
| 10Y | +43.1% | +235.2% | -192.1% | -34.1% |
| All | +5.9% | +6,842.3% | -6,836.3% | -79.7% |
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