-32.8%
DKS vs RRC
+35.0%
-67.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | +3.3% | +2.5% | +0.7% | +3.3% |
| 30D | +5.9% | +21.1% | -15.2% | +5.6% |
| 3M | -27.4% | +28.4% | -55.8% | -27.6% |
| 6M | -32.6% | +26.5% | -59.1% | -32.8% |
| YTD | -24.8% | +47.0% | -71.8% | -27.5% |
| 1Y | -32.8% | +35.2% | -68.0% | -30.9% |
| All | -32.8% | +35.0% | -67.9% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling