+27.7%
DKS vs RL
+211.8%
-184.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.3% |
| 7D | -0.4% | +1.9% | -2.3% | -1.4% |
| 30D | -36.6% | -12.2% | -24.4% | -31.8% |
| 3M | -37.6% | -6.6% | -31.0% | -35.2% |
| 6M | -32.1% | +3.2% | -35.2% | -33.8% |
| YTD | -32.3% | -1.3% | -31.0% | -32.8% |
| 1Y | -39.5% | +13.6% | -53.1% | -44.6% |
| 3Y | +27.7% | +210.9% | -183.2% | -32.1% |
| All | +27.7% | +211.8% | -184.2% | -32.1% |
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