+218.4%
DKS vs RRC
+71.8%
+146.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | +3.3% | +2.5% | +0.7% | +2.8% |
| 30D | +5.9% | +21.1% | -15.2% | +2.3% |
| 3M | -27.4% | +28.4% | -55.8% | -30.6% |
| 6M | -32.6% | +26.5% | -59.1% | -35.5% |
| YTD | -24.8% | +47.0% | -71.8% | -30.2% |
| 1Y | -32.8% | +35.2% | -68.0% | -36.8% |
| 3Y | +39.1% | +61.0% | -21.9% | +25.7% |
| 5Y | +25.0% | +133.6% | -108.6% | +3.7% |
| All | +218.4% | +71.8% | +146.6% | +131.3% |
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