+2.0%
RDW vs DKS
+141.7%
-139.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.4% |
| 7D | +0.9% | -2.0% | +2.9% | +1.5% |
| 30D | -21.3% | -32.7% | +11.5% | -8.8% |
| 3M | -37.9% | -38.8% | +0.9% | -25.5% |
| 6M | +12.3% | -29.4% | +41.7% | +25.3% |
| YTD | +39.7% | -30.3% | +70.0% | +57.4% |
| 1Y | +25.7% | -39.6% | +65.3% | +51.6% |
| 3Y | +230.8% | +32.2% | +198.7% | +169.4% |
| 5Y | -8.8% | +15.1% | -23.9% | -28.8% |
| All | +2.0% | +141.7% | -139.6% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling