+6,356.9%
DKS vs RCAT
-100.0%
+6,456.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +2.8% |
| 7D | +6.3% | -5.9% | +12.2% | +6.3% |
| 30D | +9.3% | -19.7% | +29.0% | +9.3% |
| 3M | -25.3% | -62.9% | +37.6% | -25.2% |
| 6M | -29.2% | -59.6% | +30.4% | -29.2% |
| YTD | -22.7% | -52.1% | +29.3% | -22.7% |
| 1Y | -30.1% | -50.9% | +20.8% | -30.1% |
| 3Y | +45.6% | +333.8% | -288.2% | +45.6% |
| 5Y | +28.5% | +40.7% | -12.3% | +28.4% |
| 10Y | +235.2% | -99.8% | +335.0% | +237.7% |
| All | +6,356.9% | -100.0% | +6,456.9% | +6,567.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling