-30.1%
DKS vs RGEN
+8.1%
-38.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +6.3% | -3.3% | +9.6% | +7.1% |
| 30D | +9.3% | -5.8% | +15.1% | +10.4% |
| 3M | -25.3% | +0.2% | -25.5% | -26.0% |
| 6M | -29.2% | +56.8% | -86.0% | -38.1% |
| YTD | -22.7% | +2.4% | -25.1% | -22.1% |
| 1Y | -30.1% | +11.4% | -41.6% | -32.4% |
| All | -30.1% | +8.1% | -38.2% | -32.4% |
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