+12.5%
DKS vs RVTY
-34.2%
+46.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.7% |
| 7D | -2.9% | -5.4% | +2.5% | -0.9% |
| 30D | -37.7% | +6.7% | -44.5% | -39.5% |
| 3M | -38.9% | +19.0% | -57.9% | -43.3% |
| 6M | -31.1% | +34.6% | -65.7% | -39.4% |
| YTD | -31.8% | +28.3% | -60.1% | -39.3% |
| 1Y | -38.0% | +46.0% | -84.1% | -47.9% |
| 3Y | +28.6% | +16.9% | +11.7% | +14.5% |
| 5Y | +12.5% | -32.9% | +45.5% | +27.2% |
| All | +12.5% | -34.2% | +46.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling