-64.8%
AAL vs DKS
+206.3%
-271.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.4% |
| 7D | -0.9% | -2.0% | +1.1% | -0.2% |
| 30D | -12.9% | -32.7% | +19.9% | -2.0% |
| 3M | -11.2% | -38.8% | +27.6% | +3.4% |
| 6M | +17.8% | -29.4% | +47.3% | +29.5% |
| YTD | -15.1% | -30.3% | +15.2% | -6.6% |
| 1Y | +0.5% | -39.6% | +40.1% | +16.2% |
| 3Y | -7.7% | +32.2% | -39.9% | -25.0% |
| 5Y | -31.3% | +15.1% | -46.5% | -44.5% |
| All | -64.8% | +206.3% | -271.1% | -83.8% |
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