-8.2%
AAL vs DKS
+27.5%
-35.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.3% | -2.9% | +1.6% | -0.4% |
| 30D | -13.7% | -37.7% | +24.0% | -1.5% |
| 3M | -8.2% | -38.9% | +30.8% | +5.6% |
| 6M | +13.1% | -31.1% | +44.2% | +23.8% |
| YTD | -15.6% | -31.8% | +16.2% | -7.4% |
| 1Y | +1.4% | -38.0% | +39.5% | +14.5% |
| All | -8.2% | +27.5% | -35.7% | -25.0% |
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