+154.2%
RF vs DKS
+6,292.4%
-6,138.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.3% | +3.0% | -1.7% | +0.1% |
| 30D | -3.6% | -30.5% | +26.9% | +8.2% |
| 3M | +8.1% | -35.7% | +43.8% | +24.9% |
| 6M | +11.5% | -29.7% | +41.2% | +23.0% |
| YTD | +15.6% | -28.9% | +44.4% | +26.5% |
| 1Y | +15.7% | -35.9% | +51.5% | +31.3% |
| 3Y | +86.9% | +28.2% | +58.7% | +46.9% |
| 5Y | +89.8% | +11.8% | +78.0% | +44.7% |
| 10Y | +344.7% | +211.6% | +133.1% | +73.1% |
| All | +154.2% | +6,292.4% | -6,138.2% | -54.7% |
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 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