+5,845.5%
DKS vs RRC
+1,378.7%
+4,466.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | -30.5% | +10.1% | -40.7% | -31.7% |
| 3M | -35.7% | +4.0% | -39.7% | -36.3% |
| 6M | -29.7% | +1.6% | -31.3% | -30.2% |
| YTD | -28.9% | +19.7% | -48.6% | -31.7% |
| 1Y | -35.9% | +21.4% | -57.3% | -38.7% |
| 3Y | +28.2% | +29.7% | -1.5% | +19.2% |
| 5Y | +11.8% | +153.9% | -142.0% | -11.4% |
| 10Y | +211.6% | +10.8% | +200.8% | +148.5% |
| All | +5,845.5% | +1,378.7% | +4,466.8% | +3,763.4% |
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