+192.6%
DKS vs RRC
+6.5%
+186.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.7% | -1.2% | -3.6% | -4.6% |
| 30D | -35.1% | +3.0% | -38.0% | -35.3% |
| 3M | -37.7% | +7.3% | -45.0% | -38.5% |
| 6M | -30.7% | +3.6% | -34.3% | -31.4% |
| YTD | -31.9% | +19.4% | -51.3% | -34.3% |
| 1Y | -40.0% | +21.4% | -61.4% | -42.3% |
| 3Y | +28.4% | +32.8% | -4.3% | +20.1% |
| 5Y | +12.4% | +152.0% | -139.5% | -7.3% |
| All | +192.6% | +6.5% | +186.1% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling