+196.8%
DKS vs AGI
+392.3%
-195.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | -3.0% | -2.7% | -0.2% | -2.9% |
| 30D | -33.4% | +7.2% | -40.6% | -33.5% |
| 3M | -39.4% | +4.3% | -43.6% | -39.5% |
| 6M | -30.1% | -27.1% | -3.0% | -29.9% |
| YTD | -31.0% | -6.6% | -24.4% | -31.0% |
| 1Y | -40.2% | +9.5% | -49.7% | -40.3% |
| 3Y | +30.9% | +208.4% | -177.5% | +28.7% |
| 5Y | +14.0% | +401.6% | -387.6% | +12.0% |
| All | +196.8% | +392.3% | -195.6% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling