-38.0%
DKS vs RL
+9.8%
-47.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +2.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -37.7% | -17.5% | -20.2% | -31.9% |
| 3M | -38.9% | -14.0% | -24.9% | -34.6% |
| 6M | -31.1% | -2.0% | -29.1% | -30.3% |
| YTD | -31.8% | -4.6% | -27.2% | -30.9% |
| 1Y | -38.0% | +9.5% | -47.6% | -44.4% |
| All | -38.0% | +9.8% | -47.8% | -44.4% |
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