+51.2%
RIO vs DKS
+44.7%
+6.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | -0.9% | +6.3% | -7.2% | -1.5% |
| 30D | -9.1% | +9.3% | -18.4% | -10.0% |
| 3M | -13.7% | -25.3% | +11.6% | -11.6% |
| 6M | -24.3% | -29.2% | +4.9% | -22.2% |
| YTD | +8.9% | -22.7% | +31.6% | +10.5% |
| 1Y | +22.7% | -30.1% | +52.8% | +26.0% |
| 3Y | +51.2% | +45.6% | +5.5% | +30.8% |
| All | +51.2% | +44.7% | +6.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling