+584.5%
RIO vs DKS
+203.5%
+381.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -3.2% | -3.0% | -0.2% | -2.8% |
| 30D | +0.9% | -33.4% | +34.3% | +6.2% |
| 3M | -1.4% | -39.4% | +37.9% | +5.2% |
| 6M | +10.9% | -30.1% | +41.0% | +15.4% |
| YTD | +31.2% | -31.0% | +62.2% | +36.6% |
| 1Y | +67.9% | -40.2% | +108.1% | +78.5% |
| 3Y | +88.8% | +30.9% | +57.8% | +71.0% |
| 5Y | +93.1% | +14.0% | +79.1% | +72.1% |
| All | +584.5% | +203.5% | +381.0% | +366.1% |
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