+2.0%
RDW vs DKS
+139.4%
-137.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.9% |
| 7D | +0.9% | -3.0% | +3.8% | +2.0% |
| 30D | -21.3% | -33.4% | +12.1% | -8.4% |
| 3M | -37.9% | -39.4% | +1.5% | -25.2% |
| 6M | +12.3% | -30.1% | +42.4% | +25.8% |
| YTD | +39.7% | -31.0% | +70.7% | +58.1% |
| 1Y | +25.7% | -40.2% | +65.8% | +52.3% |
| 3Y | +230.8% | +30.9% | +199.9% | +170.6% |
| 5Y | -8.8% | +14.0% | -22.8% | -28.5% |
| All | +2.0% | +139.4% | -137.4% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling