+198.3%
DKS vs RBA
+189.2%
+9.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | -37.7% | -13.0% | -24.7% | -34.5% |
| 3M | -38.9% | -23.1% | -15.8% | -33.2% |
| 6M | -31.1% | -22.6% | -8.5% | -25.1% |
| YTD | -31.8% | -20.4% | -11.4% | -27.2% |
| 1Y | -38.0% | -29.6% | -8.5% | -30.6% |
| 3Y | +28.6% | +26.6% | +2.1% | +11.0% |
| 5Y | +12.5% | +38.2% | -25.6% | -11.0% |
| 10Y | +198.3% | +194.7% | +3.6% | +50.9% |
| All | +198.3% | +189.2% | +9.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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