+14.1%
AGG vs DKS
+206.3%
-192.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -1.1% | -2.0% | +1.0% | -1.0% |
| 30D | -1.1% | -32.7% | +31.6% | -0.8% |
| 3M | -1.9% | -38.8% | +36.9% | -1.5% |
| 6M | -1.7% | -29.4% | +27.7% | -1.4% |
| YTD | -1.3% | -30.3% | +29.0% | -1.0% |
| 1Y | -0.7% | -39.6% | +38.9% | -0.3% |
| 3Y | +12.5% | +32.2% | -19.7% | +11.7% |
| 5Y | -2.5% | +15.1% | -17.6% | -3.3% |
| All | +14.1% | +206.3% | -192.2% | +10.5% |
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 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