-39.6%
DKS vs RRC
+20.8%
-60.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -2.0% | -1.8% | -0.3% | -1.9% |
| 30D | -32.7% | +2.7% | -35.4% | -32.8% |
| 3M | -38.8% | +8.8% | -47.6% | -39.1% |
| 6M | -29.4% | -1.2% | -28.3% | -29.7% |
| YTD | -30.3% | +17.6% | -47.9% | -33.9% |
| 1Y | -39.6% | +18.4% | -58.0% | -42.6% |
| All | -39.6% | +20.8% | -60.4% | -42.6% |
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