+29.3%
DKS vs RGEN
+2.1%
+27.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -2.9% | -4.6% | +1.7% | -1.7% |
| 30D | -37.7% | +1.2% | -38.9% | -38.1% |
| 3M | -38.9% | +26.8% | -65.8% | -43.3% |
| 6M | -31.1% | +29.1% | -60.2% | -36.8% |
| YTD | -31.8% | +0.7% | -32.5% | -33.0% |
| 1Y | -38.0% | +39.1% | -77.1% | -44.7% |
| All | +29.3% | +2.1% | +27.2% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling