+534.5%
AU vs DKS
+6,026.4%
-5,492.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +0.6% | -2.9% | +3.5% | +1.0% |
| 30D | +12.3% | -37.7% | +50.0% | +17.8% |
| 3M | +29.4% | -38.9% | +68.3% | +36.0% |
| 6M | +3.2% | -31.1% | +34.3% | +7.0% |
| YTD | +31.8% | -31.8% | +63.6% | +36.7% |
| 1Y | +83.4% | -38.0% | +121.5% | +92.1% |
| 3Y | +623.1% | +28.6% | +594.5% | +577.7% |
| 5Y | +700.5% | +12.5% | +688.0% | +640.7% |
| 10Y | +717.6% | +198.3% | +519.2% | +514.1% |
| All | +534.5% | +6,026.4% | -5,492.0% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling