-35.7%
AUR vs DKS
+77.9%
-113.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.4% |
| 7D | +1.4% | -2.0% | +3.5% | +2.3% |
| 30D | -6.4% | -32.7% | +26.3% | +10.0% |
| 3M | +7.7% | -38.8% | +46.5% | +32.4% |
| 6M | +44.5% | -29.4% | +73.9% | +62.1% |
| YTD | +67.4% | -30.3% | +97.8% | +89.0% |
| 1Y | +15.4% | -39.6% | +55.0% | +40.4% |
| 3Y | +94.8% | +32.2% | +62.7% | +58.2% |
| 5Y | -35.1% | +15.1% | -50.2% | -52.0% |
| All | -35.7% | +77.9% | -113.6% | -51.9% |
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