+34.6%
DKS vs RBA
+32.9%
+1.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | -30.5% | -12.3% | -18.2% | -28.1% |
| 3M | -35.7% | -20.5% | -15.2% | -32.0% |
| 6M | -29.7% | -18.5% | -11.1% | -26.4% |
| YTD | -28.9% | -18.2% | -10.6% | -26.1% |
| 1Y | -35.9% | -27.5% | -8.4% | -30.8% |
| All | +34.6% | +32.9% | +1.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling