+6,351.8%
DKS vs RL
+2,734.1%
+3,617.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | +1.3% | -4.4% | +5.7% | +3.6% |
| 30D | +8.9% | +5.6% | +3.3% | +5.9% |
| 3M | -26.4% | -0.6% | -25.7% | -25.8% |
| 6M | -31.1% | +15.5% | -46.5% | -36.4% |
| YTD | -22.8% | +12.3% | -35.1% | -28.4% |
| 1Y | -29.5% | +19.3% | -48.8% | -36.7% |
| 3Y | +42.8% | +255.5% | -212.7% | -28.7% |
| 5Y | +29.2% | +247.1% | -217.9% | -35.9% |
| 10Y | +235.0% | +346.0% | -111.1% | +29.1% |
| All | +6,351.8% | +2,734.1% | +3,617.7% | +895.3% |
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