+213.6%
RF vs DKS
+226.4%
-12.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | +0.4% |
| 7D | +1.9% | +6.3% | -4.4% | 0.0% |
| 30D | +7.3% | +9.3% | -2.0% | +4.2% |
| 3M | -7.9% | -25.3% | +17.4% | -2.1% |
| 6M | +10.5% | -29.2% | +39.7% | +18.6% |
| YTD | +9.6% | -22.7% | +32.4% | +14.0% |
| 1Y | +20.3% | -30.1% | +50.4% | +28.9% |
| 3Y | +119.5% | +45.6% | +73.9% | +76.4% |
| 5Y | +48.2% | +28.5% | +19.7% | +17.1% |
| All | +213.6% | +226.4% | -12.8% | +35.7% |
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