+579.1%
AU vs DKS
+29.1%
+549.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -4.3% | -3.0% | -1.3% | -4.0% |
| 30D | +7.3% | -33.4% | +40.7% | +11.7% |
| 3M | +26.3% | -39.4% | +65.7% | +33.2% |
| 6M | +1.8% | -30.1% | +31.9% | +5.8% |
| YTD | +26.8% | -31.0% | +57.8% | +31.9% |
| 1Y | +66.7% | -40.2% | +106.9% | +75.1% |
| 3Y | +579.1% | +30.9% | +548.1% | +434.4% |
| All | +579.1% | +29.1% | +549.9% | +434.4% |
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