+29.3%
DKS vs RRC
+31.0%
-1.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | -37.7% | +3.6% | -41.3% | -38.1% |
| 3M | -38.9% | +8.8% | -47.8% | -39.9% |
| 6M | -31.1% | +0.8% | -31.9% | -31.5% |
| YTD | -31.8% | +19.0% | -50.8% | -34.9% |
| 1Y | -38.0% | +22.9% | -61.0% | -41.1% |
| All | +29.3% | +31.0% | -1.7% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling