+341.1%
RF vs DKS
+194.8%
+146.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | +0.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -3.4% | -36.6% | +33.3% | +8.6% |
| 3M | +6.4% | -37.6% | +44.0% | +19.7% |
| 6M | +13.4% | -32.1% | +45.5% | +23.5% |
| YTD | +14.2% | -32.3% | +46.6% | +24.3% |
| 1Y | +15.7% | -39.5% | +55.2% | +29.8% |
| 3Y | +91.3% | +27.7% | +63.7% | +60.5% |
| 5Y | +89.8% | +15.0% | +74.7% | +54.9% |
| All | +341.1% | +194.8% | +146.3% | +110.5% |
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