+672.3%
AU vs DKS
+206.3%
+465.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | -4.3% | -2.0% | -2.2% | -4.1% |
| 30D | +7.3% | -32.7% | +40.0% | +9.5% |
| 3M | +26.3% | -38.8% | +65.1% | +29.7% |
| 6M | +1.8% | -29.4% | +31.2% | +3.7% |
| YTD | +26.8% | -30.3% | +57.1% | +29.3% |
| 1Y | +66.7% | -39.6% | +106.3% | +71.0% |
| 3Y | +579.1% | +32.2% | +546.9% | +563.5% |
| 5Y | +689.3% | +15.1% | +674.2% | +666.6% |
| All | +672.3% | +206.3% | +465.9% | +545.7% |
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