+92.0%
RIO vs DKS
+12.8%
+79.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | +2.5% | -37.7% | +40.3% | +7.0% |
| 6M | +10.8% | -30.7% | +41.5% | +14.0% |
| YTD | +30.5% | -31.9% | +62.4% | +34.4% |
| 1Y | +68.1% | -40.0% | +108.1% | +75.4% |
| 3Y | +94.0% | +28.4% | +65.6% | +83.0% |
| 5Y | +92.0% | +12.4% | +79.6% | +74.2% |
| All | +92.0% | +12.8% | +79.2% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling