+236.0%
DKS vs AVAV
+423.1%
-187.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.6% | -7.7% | +2.6% |
| 7D | +3.8% | +3.2% | +0.7% | +2.9% |
| 30D | +8.1% | -7.4% | +15.5% | +9.0% |
| 3M | -28.6% | -32.0% | +3.4% | -24.1% |
| 6M | -33.6% | -24.6% | -9.0% | -31.9% |
| YTD | -23.8% | -47.5% | +23.7% | -18.4% |
| 1Y | -30.7% | -61.5% | +30.7% | -21.5% |
| 3Y | +41.5% | +5.5% | +36.0% | +24.0% |
| 5Y | +23.0% | +35.7% | -12.7% | -2.7% |
| 10Y | +236.0% | +379.1% | -143.1% | +94.0% |
| All | +236.0% | +423.1% | -187.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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