+5,598.2%
DKS vs RRX
+1,236.0%
+4,362.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +2.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | -37.7% | -8.0% | -29.7% | -35.1% |
| 3M | -38.9% | -25.1% | -13.9% | -31.6% |
| 6M | -31.1% | -18.3% | -12.8% | -27.6% |
| YTD | -31.8% | +14.2% | -46.0% | -40.7% |
| 1Y | -38.0% | +13.0% | -51.1% | -46.4% |
| 3Y | +28.6% | +4.2% | +24.4% | +8.9% |
| 5Y | +12.5% | +17.9% | -5.3% | -13.7% |
| 10Y | +198.3% | +220.4% | -22.1% | +26.9% |
| All | +5,598.2% | +1,236.0% | +4,362.1% | +1,166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling