+161.3%
DKS vs JAAA
+29.4%
+131.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -3.0% | +0.1% | -3.0% | -3.1% |
| 30D | -33.4% | +0.5% | -33.9% | -34.1% |
| 3M | -39.4% | +1.3% | -40.6% | -40.9% |
| 6M | -30.1% | +2.8% | -32.9% | -33.9% |
| YTD | -31.0% | +3.3% | -34.2% | -35.3% |
| 1Y | -40.2% | +4.9% | -45.1% | -45.6% |
| 3Y | +30.9% | +19.0% | +12.0% | +11.4% |
| 5Y | +14.0% | +26.9% | -12.9% | -5.1% |
| All | +161.3% | +29.4% | +131.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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