+312.4%
DKS vs RACE
+658.9%
-346.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -2.1% | +5.1% | -7.2% | -3.9% |
| 30D | +7.3% | +7.7% | -0.3% | +4.4% |
| 3M | -28.4% | +2.2% | -30.6% | -29.0% |
| 6M | -36.9% | +23.8% | -60.6% | -42.2% |
| YTD | -27.3% | +13.9% | -41.2% | -31.7% |
| 1Y | -33.2% | +3.8% | -37.0% | -34.9% |
| 3Y | +32.2% | +28.0% | +4.1% | +14.3% |
| 5Y | +22.3% | +64.9% | -42.7% | -7.0% |
| 10Y | +230.5% | +780.4% | -549.9% | +65.0% |
| All | +312.4% | +658.9% | -346.5% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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