+87.7%
RIO vs DKS
+27.3%
+60.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -3.4% | -4.7% | +1.4% | -2.9% |
| 30D | +0.6% | -35.1% | +35.6% | +5.0% |
| 3M | +2.5% | -37.7% | +40.3% | +7.5% |
| 6M | +10.8% | -30.7% | +41.5% | +14.1% |
| YTD | +30.5% | -31.9% | +62.4% | +34.6% |
| 1Y | +68.1% | -40.0% | +108.1% | +76.1% |
| All | +87.7% | +27.3% | +60.4% | +55.0% |
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