+45.5%
DKS vs RRC
+60.0%
-14.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +8.9% | +25.2% | -16.3% | +4.5% |
| 3M | -26.4% | +27.8% | -54.2% | -29.7% |
| 6M | -31.1% | +27.2% | -58.3% | -34.2% |
| YTD | -22.8% | +48.2% | -71.0% | -29.5% |
| 1Y | -29.5% | +34.7% | -64.2% | -34.0% |
| All | +45.5% | +60.0% | -14.5% | +31.3% |
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 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