+5,845.5%
DKS vs RBA
+2,399.4%
+3,446.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +3.0% | -2.9% | +5.9% | +4.1% |
| 30D | -30.5% | -12.3% | -18.2% | -27.5% |
| 3M | -35.7% | -20.5% | -15.2% | -31.0% |
| 6M | -29.7% | -18.5% | -11.1% | -25.4% |
| YTD | -28.9% | -18.2% | -10.6% | -25.1% |
| 1Y | -35.9% | -27.5% | -8.4% | -29.6% |
| 3Y | +28.2% | +38.1% | -9.9% | +9.7% |
| 5Y | +11.8% | +44.8% | -33.0% | -9.2% |
| 10Y | +211.6% | +187.1% | +24.5% | +90.2% |
| All | +5,845.5% | +2,399.4% | +3,446.2% | +2,064.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling