-29.8%
DKS vs RY
+46.4%
-76.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.7% | +6.2% |
| 7D | +8.4% | +2.5% | +6.0% | +7.1% |
| 30D | +7.7% | +8.4% | -0.8% | +3.6% |
| 3M | -25.8% | +1.2% | -27.0% | -26.3% |
| 6M | -31.0% | +19.4% | -50.4% | -39.7% |
| YTD | -23.8% | +25.4% | -49.2% | -36.1% |
| 1Y | -29.8% | +46.7% | -76.5% | -51.6% |
| All | -29.8% | +46.4% | -76.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling