+12.4%
DKS vs RNG
-70.1%
+82.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -4.7% | -9.6% | +4.8% | -2.8% |
| 30D | -35.1% | +8.8% | -43.9% | -36.1% |
| 3M | -37.7% | +78.6% | -116.3% | -45.1% |
| 6M | -30.7% | +70.3% | -101.0% | -39.4% |
| YTD | -31.9% | +140.3% | -172.3% | -46.4% |
| 1Y | -40.0% | +126.6% | -166.6% | -52.3% |
| 3Y | +28.4% | +120.2% | -91.8% | -1.6% |
| 5Y | +12.4% | -68.3% | +80.7% | +8.7% |
| All | +12.4% | -70.1% | +82.5% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling