+158.1%
DKS vs JAAA
+29.3%
+128.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | +0.1% | -3.0% | -3.1% |
| 30D | -37.7% | +0.5% | -38.2% | -38.3% |
| 3M | -38.9% | +1.2% | -40.2% | -40.5% |
| 6M | -31.1% | +2.7% | -33.8% | -34.8% |
| YTD | -31.8% | +3.2% | -35.0% | -36.0% |
| 1Y | -38.0% | +4.8% | -42.8% | -43.5% |
| 3Y | +28.6% | +19.0% | +9.6% | +9.5% |
| 5Y | +12.5% | +26.8% | -14.2% | -6.2% |
| All | +158.1% | +29.3% | +128.8% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling