+197.7%
AON vs DKS
+203.5%
-5.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -6.3% | -3.0% | -3.4% | -6.0% |
| 30D | -14.1% | -33.4% | +19.3% | -10.5% |
| 3M | -9.5% | -39.4% | +29.9% | -4.7% |
| 6M | -4.0% | -30.1% | +26.1% | -1.1% |
| YTD | -13.8% | -31.0% | +17.2% | -11.1% |
| 1Y | -18.3% | -40.2% | +21.9% | -14.4% |
| 3Y | -7.2% | +30.9% | -38.1% | -15.4% |
| 5Y | +7.3% | +14.0% | -6.7% | -3.6% |
| All | +197.7% | +203.5% | -5.8% | +108.5% |
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