+5,845.5%
DKS vs RL
+2,418.7%
+3,426.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -30.5% | -7.8% | -22.8% | -27.3% |
| 3M | -35.7% | -4.0% | -31.7% | -34.3% |
| 6M | -29.7% | -1.9% | -27.8% | -29.8% |
| YTD | -28.9% | -0.2% | -28.7% | -29.9% |
| 1Y | -35.9% | +10.7% | -46.5% | -40.2% |
| 3Y | +28.2% | +210.8% | -182.6% | -31.5% |
| 5Y | +11.8% | +238.2% | -226.4% | -44.0% |
| 10Y | +211.6% | +313.4% | -101.8% | +24.6% |
| All | +5,845.5% | +2,418.7% | +3,426.8% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling