+237.4%
DKS vs RNG
+309.1%
-71.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -4.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -36.6% | +11.4% | -48.0% | -37.7% |
| 3M | -37.6% | +72.1% | -109.7% | -43.5% |
| 6M | -32.1% | +67.9% | -100.0% | -38.9% |
| YTD | -32.3% | +144.3% | -176.7% | -44.2% |
| 1Y | -39.5% | +117.5% | -157.0% | -49.2% |
| 3Y | +27.7% | +123.9% | -96.2% | +3.7% |
| 5Y | +15.0% | -70.1% | +85.1% | +16.6% |
| 10Y | +192.6% | +215.9% | -23.3% | +106.4% |
| All | +237.4% | +309.1% | -71.7% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling