-9.0%
AUR vs DKS
-29.5%
+20.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.2% | -5.8% |
| 7D | -19.8% | +8.4% | -28.3% | -21.2% |
| 30D | -29.0% | +7.7% | -36.7% | -30.3% |
| 3M | -43.6% | -25.8% | -17.8% | -39.1% |
| 6M | -36.6% | -31.0% | -5.6% | -30.7% |
| YTD | +6.3% | -23.8% | +30.0% | +7.1% |
| 1Y | -9.0% | -29.8% | +20.8% | -5.4% |
| All | -9.0% | -29.5% | +20.5% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling