+15.5%
DKS vs RRX
+17.8%
-2.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | 0.0% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -33.4% | -6.1% | -27.2% | -31.7% |
| 3M | -39.4% | -23.1% | -16.3% | -34.3% |
| 6M | -30.1% | -19.5% | -10.6% | -26.9% |
| YTD | -31.0% | +16.1% | -47.0% | -39.8% |
| 1Y | -40.2% | +12.9% | -53.1% | -47.6% |
| 3Y | +30.9% | +7.9% | +23.0% | +11.6% |
| All | +15.5% | +17.8% | -2.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling