+12.4%
DKS vs RGEN
-44.2%
+56.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.7% | -2.9% | -1.8% | -4.0% |
| 30D | -35.1% | -0.1% | -35.0% | -35.2% |
| 3M | -37.7% | +25.9% | -63.7% | -41.8% |
| 6M | -30.7% | +35.2% | -66.0% | -36.9% |
| YTD | -31.9% | +0.5% | -32.4% | -33.1% |
| 1Y | -40.0% | +37.0% | -77.0% | -45.9% |
| 3Y | +28.4% | +2.0% | +26.4% | +19.6% |
| 5Y | +12.4% | -44.2% | +56.6% | +6.4% |
| All | +12.4% | -44.2% | +56.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling