+227.2%
DKS vs RVTY
+211.6%
+15.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.4% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | +9.3% | +1.5% | +7.8% | +7.9% |
| 3M | -25.3% | +31.5% | -56.7% | -34.4% |
| 6M | -29.2% | +62.7% | -91.9% | -43.6% |
| YTD | -22.7% | +60.0% | -82.7% | -38.8% |
| 1Y | -30.1% | +65.7% | -95.8% | -45.7% |
| 3Y | +45.6% | +85.2% | -39.6% | +4.6% |
| 5Y | +28.5% | -14.9% | +43.4% | +27.7% |
| All | +227.2% | +211.6% | +15.7% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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