+5,845.5%
DKS vs RGEN
+6,942.0%
-1,096.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +3.0% | -4.9% | +7.9% | +3.7% |
| 30D | -30.5% | +5.7% | -36.2% | -31.2% |
| 3M | -35.7% | +32.4% | -68.1% | -38.5% |
| 6M | -29.7% | +33.2% | -62.9% | -33.0% |
| YTD | -28.9% | +2.3% | -31.1% | -29.7% |
| 1Y | -35.9% | +39.0% | -74.9% | -39.5% |
| 3Y | +28.2% | -4.6% | +32.8% | +24.8% |
| 5Y | +11.8% | -42.7% | +54.5% | +13.0% |
| 10Y | +211.6% | +433.6% | -222.0% | +132.1% |
| All | +5,845.5% | +6,942.0% | -1,096.5% | +2,732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling