+192.6%
DKS vs RCAT
-98.5%
+291.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.2% |
| 7D | -4.7% | -5.4% | +0.6% | -4.7% |
| 30D | -35.1% | -24.2% | -10.9% | -35.0% |
| 3M | -37.7% | -25.8% | -11.9% | -37.7% |
| 6M | -30.7% | -44.9% | +14.2% | -30.7% |
| YTD | -31.9% | +1.9% | -33.8% | -32.0% |
| 1Y | -40.0% | -5.2% | -34.8% | -40.1% |
| 3Y | +28.4% | +759.6% | -731.2% | +27.7% |
| 5Y | +12.4% | +187.5% | -175.1% | +11.8% |
| All | +192.6% | -98.5% | +291.1% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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