+28.3%
RDW vs DKS
-32.3%
+60.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | -3.1% | +3.0% | -6.1% | -4.1% |
| 30D | -1.8% | -30.5% | +28.8% | +11.4% |
| 3M | -50.9% | -35.7% | -15.2% | -42.9% |
| 6M | +13.5% | -29.7% | +43.2% | +23.2% |
| YTD | +38.6% | -28.9% | +67.4% | +49.7% |
| 1Y | +28.3% | -35.9% | +64.1% | +46.9% |
| All | +28.3% | -32.3% | +60.6% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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