-5.6%
AON vs DKS
+27.3%
-33.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -5.9% | -4.7% | -1.1% | -5.7% |
| 30D | -13.7% | -35.1% | +21.4% | -12.6% |
| 3M | -8.3% | -37.7% | +29.4% | -7.1% |
| 6M | -3.6% | -30.7% | +27.1% | -2.8% |
| YTD | -12.4% | -31.9% | +19.6% | -11.6% |
| 1Y | -14.6% | -40.0% | +25.4% | -13.5% |
| All | -5.6% | +27.3% | -33.0% | -9.9% |
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