+12.5%
AGG vs DKS
+29.1%
-16.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -1.1% | -33.4% | +32.2% | -0.8% |
| 3M | -1.9% | -39.4% | +37.4% | -1.5% |
| 6M | -1.7% | -30.1% | +28.4% | -1.4% |
| YTD | -1.3% | -31.0% | +29.7% | -1.0% |
| 1Y | -0.7% | -40.2% | +39.4% | -0.4% |
| 3Y | +12.5% | +30.9% | -18.5% | +9.2% |
| All | +12.5% | +29.1% | -16.7% | +9.2% |
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