+12.4%
DKS vs RJF
+101.5%
-89.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -4.7% | -4.2% | -0.6% | -2.5% |
| 30D | -35.1% | -3.6% | -31.5% | -33.5% |
| 3M | -37.7% | +15.6% | -53.4% | -42.4% |
| 6M | -30.7% | +17.6% | -48.3% | -36.7% |
| YTD | -31.9% | +9.2% | -41.1% | -35.6% |
| 1Y | -40.0% | +5.5% | -45.5% | -42.3% |
| 3Y | +28.4% | +70.3% | -41.9% | -6.5% |
| 5Y | +12.4% | +106.0% | -93.6% | -23.4% |
| All | +12.4% | +101.5% | -89.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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