+19.7%
AAL vs DKS
+44.5%
-24.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +11.7% | +8.9% | +2.8% | +8.8% |
| 3M | -7.8% | -26.4% | +18.6% | -0.4% |
| 6M | +10.2% | -31.1% | +41.3% | +21.6% |
| YTD | -8.0% | -22.8% | +14.8% | -3.1% |
| 1Y | +8.5% | -29.5% | +38.0% | +18.0% |
| All | +19.7% | +44.5% | -24.8% | -6.5% |
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