-40.0%
DKS vs RGEN
+39.1%
-79.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.7% | -2.9% | -1.8% | -4.1% |
| 30D | -35.1% | -0.1% | -35.0% | -35.3% |
| 3M | -37.7% | +25.9% | -63.7% | -41.9% |
| 6M | -30.7% | +35.2% | -66.0% | -37.2% |
| YTD | -31.9% | +0.5% | -32.4% | -32.3% |
| 1Y | -40.0% | +37.0% | -77.0% | -47.2% |
| All | -40.0% | +39.1% | -79.1% | -47.2% |
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