-35.1%
AUR vs DKS
+13.6%
-48.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | +1.4% | -3.0% | +4.4% | +2.9% |
| 30D | -6.4% | -33.4% | +27.0% | +12.1% |
| 3M | +7.7% | -39.4% | +47.1% | +35.5% |
| 6M | +44.5% | -30.1% | +74.6% | +64.2% |
| YTD | +67.4% | -31.0% | +98.4% | +91.5% |
| 1Y | +15.4% | -40.2% | +55.6% | +43.3% |
| 3Y | +94.8% | +30.9% | +63.9% | +50.0% |
| All | -35.1% | +13.6% | -48.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling