+15.0%
DKS vs RBA
+44.6%
-29.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.3% |
| 7D | -0.4% | -1.1% | +0.6% | -0.1% |
| 30D | -36.6% | -13.2% | -23.4% | -34.3% |
| 3M | -37.6% | -21.4% | -16.3% | -33.9% |
| 6M | -32.1% | -20.9% | -11.2% | -28.3% |
| YTD | -32.3% | -19.9% | -12.5% | -29.2% |
| 1Y | -39.5% | -28.7% | -10.8% | -34.6% |
| 3Y | +27.7% | +27.4% | +0.3% | +16.7% |
| 5Y | +15.0% | +41.7% | -26.7% | -6.4% |
| All | +15.0% | +44.6% | -29.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling