+5,845.5%
DKS vs RVTY
+3,281.2%
+2,564.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | -30.5% | +13.2% | -43.8% | -34.2% |
| 3M | -35.7% | +27.2% | -62.9% | -42.2% |
| 6M | -29.7% | +32.4% | -62.1% | -38.2% |
| YTD | -28.9% | +34.9% | -63.7% | -38.3% |
| 1Y | -35.9% | +52.4% | -88.2% | -47.3% |
| 3Y | +28.2% | +12.3% | +15.9% | +15.5% |
| 5Y | +11.8% | -30.8% | +42.6% | +20.1% |
| 10Y | +211.6% | +150.7% | +60.9% | +92.6% |
| All | +5,845.5% | +3,281.2% | +2,564.4% | +1,821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling