+97.6%
AGG vs DKS
+1,937.7%
-1,840.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.2% |
| 7D | -0.2% | -2.9% | +2.7% | -0.2% |
| 30D | -0.2% | -37.7% | +37.5% | -0.3% |
| 3M | -0.7% | -38.9% | +38.2% | -0.8% |
| 6M | -1.8% | -31.1% | +29.3% | -1.8% |
| YTD | -0.6% | -31.8% | +31.2% | -0.6% |
| 1Y | +0.4% | -38.0% | +38.4% | +0.3% |
| 3Y | +13.2% | +28.6% | -15.5% | +13.4% |
| 5Y | -2.0% | +12.5% | -14.5% | -1.7% |
| 10Y | +15.1% | +198.3% | -183.3% | +16.2% |
| All | +97.6% | +1,937.7% | -1,840.1% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling