-29.8%
DKS vs RGEN
+19.5%
-49.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.8% | +7.7% |
| 7D | +8.4% | -3.5% | +11.9% | +9.1% |
| 30D | +7.7% | -6.0% | +13.6% | +8.8% |
| 3M | -25.8% | +19.0% | -44.7% | -29.5% |
| 6M | -31.0% | +50.7% | -81.8% | -38.7% |
| YTD | -23.8% | +8.8% | -32.5% | -25.3% |
| 1Y | -29.8% | +21.3% | -51.1% | -32.8% |
| All | -29.8% | +19.5% | -49.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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