-35.9%
AAL vs DKS
+15.5%
-51.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | -13.7% | -37.7% | +24.0% | +0.4% |
| 3M | -8.2% | -38.9% | +30.8% | +7.6% |
| 6M | +13.1% | -31.1% | +44.2% | +25.6% |
| YTD | -15.6% | -31.8% | +16.2% | -6.1% |
| 1Y | +1.4% | -38.0% | +39.5% | +16.5% |
| 3Y | -7.4% | +28.6% | -36.1% | -27.0% |
| 5Y | -35.9% | +12.5% | -48.5% | -53.7% |
| All | -35.9% | +15.5% | -51.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling