-42.2%
RIG vs DKS
+203.5%
-245.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.1% |
| 30D | -0.5% | -33.4% | +32.8% | +11.5% |
| 3M | -6.0% | -39.4% | +33.4% | +8.4% |
| 6M | -10.1% | -30.1% | +20.0% | -3.0% |
| YTD | +37.3% | -31.0% | +68.2% | +48.5% |
| 1Y | +73.9% | -40.2% | +114.1% | +97.9% |
| 3Y | -30.2% | +30.9% | -61.1% | -43.2% |
| 5Y | +62.5% | +14.0% | +48.4% | +28.2% |
| All | -42.2% | +203.5% | -245.7% | -76.2% |
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 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