+239.8%
RF vs DKS
+237.0%
+2.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | +0.3% | +9.4% | -9.1% | -2.4% |
| 30D | +6.2% | +9.8% | -3.6% | +3.0% |
| 3M | -7.8% | -29.3% | +21.4% | -0.3% |
| 6M | +5.9% | -32.6% | +38.5% | +15.6% |
| YTD | +9.0% | -22.6% | +31.6% | +13.3% |
| 1Y | +19.3% | -29.8% | +49.1% | +27.7% |
| 3Y | +116.4% | +43.2% | +73.2% | +74.8% |
| 5Y | +46.0% | +29.8% | +16.2% | +14.9% |
| 10Y | +239.8% | +236.7% | +3.1% | +50.4% |
| All | +239.8% | +237.0% | +2.8% | +50.4% |
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