+29.3%
DKS vs RY
+155.7%
-126.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | -37.7% | -1.9% | -35.8% | -37.2% |
| 3M | -38.9% | +5.1% | -44.1% | -41.2% |
| 6M | -31.1% | +28.2% | -59.3% | -41.6% |
| YTD | -31.8% | +22.9% | -54.7% | -40.8% |
| 1Y | -38.0% | +45.5% | -83.5% | -51.7% |
| All | +29.3% | +155.7% | -126.4% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling