-92.1%
AAOX vs DKS
-20.8%
-71.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +7.7% | -22.7% | -8.5% |
| 7D | -50.3% | +8.4% | -58.7% | -45.9% |
| 30D | -79.8% | +7.7% | -87.5% | -77.6% |
| 3M | -85.9% | -25.8% | -60.1% | -88.8% |
| 6M | -95.7% | -31.0% | -64.7% | -96.6% |
| All | -92.1% | -20.8% | -71.3% | -94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling