+123.4%
AS vs DKS
+6.4%
+117.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.7% |
| 7D | -4.9% | +6.3% | -11.2% | -6.8% |
| 30D | +3.9% | +9.3% | -5.4% | +0.7% |
| 3M | -9.6% | -25.3% | +15.7% | -2.5% |
| 6M | -8.7% | -29.2% | +20.5% | +0.1% |
| YTD | -19.8% | -22.7% | +2.9% | -15.4% |
| 1Y | -1.5% | -30.1% | +28.6% | +7.5% |
| All | +123.4% | +6.4% | +117.0% | +49.9% |
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 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