+41.5%
DKS vs RL
+254.6%
-213.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -1.0% | +1.7% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +8.1% | +7.3% | +0.7% | +4.0% |
| 3M | -28.6% | +1.0% | -29.7% | -28.8% |
| 6M | -33.6% | +11.8% | -45.4% | -37.7% |
| YTD | -23.8% | +13.6% | -37.4% | -29.9% |
| 1Y | -30.7% | +24.0% | -54.8% | -39.5% |
| 3Y | +41.5% | +256.6% | -215.1% | -29.1% |
| All | +41.5% | +254.6% | -213.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling