-29.8%
DKS vs RL
+34.3%
-64.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +5.6% |
| 7D | +8.4% | +5.8% | +2.7% | +5.7% |
| 30D | +7.7% | +12.7% | -5.1% | +2.1% |
| 3M | -25.8% | +9.3% | -35.1% | -28.5% |
| 6M | -31.0% | +16.9% | -47.9% | -35.1% |
| YTD | -23.8% | +17.5% | -41.3% | -29.3% |
| 1Y | -29.8% | +34.6% | -64.5% | -38.3% |
| All | -29.8% | +34.3% | -64.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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