+199.6%
DKS vs RRX
+228.4%
-28.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +0.7% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -32.7% | -6.1% | -26.6% | -30.8% |
| 3M | -38.8% | -23.1% | -15.7% | -32.7% |
| 6M | -29.4% | -19.5% | -9.9% | -25.6% |
| YTD | -30.3% | +16.1% | -46.4% | -40.0% |
| 1Y | -39.6% | +12.9% | -52.5% | -47.8% |
| 3Y | +32.2% | +7.9% | +24.2% | +9.7% |
| 5Y | +15.1% | +19.1% | -4.0% | -13.4% |
| All | +199.6% | +228.4% | -28.8% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling