-38.0%
DKS vs RBA
-29.1%
-9.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.9% | -1.9% | -1.0% | -2.6% |
| 30D | -37.7% | -13.0% | -24.7% | -36.1% |
| 3M | -38.9% | -23.1% | -15.8% | -36.2% |
| 6M | -31.1% | -22.6% | -8.5% | -28.1% |
| YTD | -31.8% | -20.4% | -11.4% | -30.7% |
| 1Y | -38.0% | -29.6% | -8.5% | -36.0% |
| All | -38.0% | -29.1% | -9.0% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling