+5,845.5%
DKS vs RCAT
-99.9%
+5,945.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | -30.5% | -3.3% | -27.2% | -30.5% |
| 3M | -35.7% | -43.2% | +7.5% | -35.7% |
| 6M | -29.7% | -43.2% | +13.5% | -29.7% |
| YTD | -28.9% | +5.5% | -34.4% | -28.9% |
| 1Y | -35.9% | -1.6% | -34.2% | -35.9% |
| 3Y | +28.2% | +773.7% | -745.5% | +28.0% |
| 5Y | +11.8% | +187.6% | -175.8% | +11.7% |
| 10Y | +211.6% | -98.5% | +310.1% | +213.8% |
| All | +5,845.5% | -99.9% | +5,945.5% | +6,035.9% |
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