+41.5%
DKS vs AVAV
+2.7%
+38.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.6% | -7.7% | +3.1% |
| 7D | +3.8% | +3.2% | +0.7% | +3.1% |
| 30D | +8.1% | -7.4% | +15.5% | +8.8% |
| 3M | -28.6% | -32.0% | +3.4% | -25.1% |
| 6M | -33.6% | -24.6% | -9.0% | -32.2% |
| YTD | -23.8% | -47.5% | +23.7% | -19.4% |
| 1Y | -30.7% | -61.5% | +30.7% | -23.0% |
| 3Y | +41.5% | +5.5% | +36.0% | +29.1% |
| All | +41.5% | +2.7% | +38.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling