+303.7%
DKS vs RACE
+647.6%
-343.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +3.0% | -2.5% | +5.5% | +4.0% |
| 30D | -30.5% | +0.8% | -31.3% | -30.7% |
| 3M | -35.7% | +17.2% | -52.8% | -39.6% |
| 6M | -29.7% | +13.6% | -43.3% | -33.5% |
| YTD | -28.9% | +12.2% | -41.1% | -32.8% |
| 1Y | -35.9% | -16.3% | -19.6% | -32.6% |
| 3Y | +28.2% | +36.4% | -8.3% | +7.8% |
| 5Y | +11.8% | +95.0% | -83.1% | -19.6% |
| 10Y | +211.6% | +813.2% | -601.6% | +54.8% |
| All | +303.7% | +647.6% | -343.9% | +89.2% |
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