+5,845.5%
DKS vs RY
+2,874.7%
+2,970.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +3.0% | +3.1% | -0.1% | +1.0% |
| 30D | -30.5% | -0.3% | -30.2% | -30.7% |
| 3M | -35.7% | +8.7% | -44.4% | -39.6% |
| 6M | -29.7% | +28.5% | -58.2% | -40.9% |
| YTD | -28.9% | +25.1% | -54.0% | -39.2% |
| 1Y | -35.9% | +46.3% | -82.2% | -50.6% |
| 3Y | +28.2% | +154.9% | -126.8% | -32.4% |
| 5Y | +11.8% | +140.3% | -128.5% | -38.6% |
| 10Y | +211.6% | +377.0% | -165.4% | +11.9% |
| All | +5,845.5% | +2,874.7% | +2,970.9% | +613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling