-29.8%
DKS vs RL
+22.6%
-52.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +9.4% | +1.3% | +8.1% | +8.8% |
| 30D | +9.8% | +7.6% | +2.1% | +6.2% |
| 3M | -29.3% | -1.5% | -27.8% | -29.1% |
| 6M | -32.6% | +12.1% | -44.6% | -35.4% |
| YTD | -22.6% | +13.9% | -36.5% | -27.2% |
| 1Y | -29.8% | +20.7% | -50.5% | -36.7% |
| All | -29.8% | +22.6% | -52.4% | -36.7% |
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