+6,356.9%
DKS vs RRC
+1,729.2%
+4,627.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +6.3% | +6.4% | -0.1% | +5.1% |
| 30D | +9.3% | +23.9% | -14.6% | +4.7% |
| 3M | -25.3% | +30.2% | -55.5% | -29.1% |
| 6M | -29.2% | +26.3% | -55.4% | -32.6% |
| YTD | -22.7% | +48.1% | -70.8% | -29.0% |
| 1Y | -30.1% | +37.7% | -67.8% | -34.9% |
| 3Y | +45.6% | +60.3% | -14.7% | +30.0% |
| 5Y | +28.5% | +135.3% | -106.8% | +3.2% |
| 10Y | +235.2% | +73.3% | +161.9% | +145.0% |
| All | +6,356.9% | +1,729.2% | +4,627.8% | +3,916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling