-29.8%
DKS vs RRX
+30.0%
-59.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.6% | +11.4% | +8.2% |
| 7D | +8.4% | +7.6% | +0.8% | +7.0% |
| 30D | +7.7% | +7.5% | +0.2% | +6.1% |
| 3M | -25.8% | -21.0% | -4.7% | -23.2% |
| 6M | -31.0% | -18.1% | -12.9% | -29.8% |
| YTD | -23.8% | +24.3% | -48.1% | -31.9% |
| 1Y | -29.8% | +29.3% | -59.1% | -37.4% |
| All | -29.8% | +30.0% | -59.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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