+691.9%
DKS vs AVAV
+478.6%
+213.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.4% |
| 30D | -30.5% | -13.9% | -16.6% | -28.6% |
| 3M | -35.7% | -29.2% | -6.5% | -32.3% |
| 6M | -29.7% | -36.1% | +6.4% | -25.3% |
| YTD | -28.9% | -40.2% | +11.3% | -24.9% |
| 1Y | -35.9% | -36.2% | +0.3% | -33.8% |
| 3Y | +28.2% | +47.5% | -19.4% | +6.7% |
| 5Y | +11.8% | +39.3% | -27.5% | -10.1% |
| 10Y | +211.6% | +482.6% | -271.0% | +76.1% |
| All | +691.9% | +478.6% | +213.3% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling