-38.0%
DKS vs RCAT
-7.9%
-30.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.8% |
| 30D | -37.7% | -18.7% | -19.0% | -37.1% |
| 3M | -38.9% | -29.3% | -9.7% | -37.9% |
| 6M | -31.1% | -42.3% | +11.2% | -30.1% |
| YTD | -31.8% | +2.5% | -34.3% | -35.3% |
| 1Y | -38.0% | -5.7% | -32.4% | -38.7% |
| All | -38.0% | -7.9% | -30.1% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling