+2,133.7%
RIO vs DKS
+6,292.4%
-4,158.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | 0.0% | +3.0% | -3.0% | -0.8% |
| 30D | +4.0% | -30.5% | +34.5% | +11.9% |
| 3M | +0.1% | -35.7% | +35.8% | +9.7% |
| 6M | +12.7% | -29.7% | +42.4% | +20.0% |
| YTD | +35.6% | -28.9% | +64.4% | +43.6% |
| 1Y | +73.7% | -35.9% | +109.6% | +88.3% |
| 3Y | +93.3% | +28.2% | +65.2% | +64.3% |
| 5Y | +92.4% | +11.8% | +80.6% | +58.2% |
| 10Y | +606.9% | +211.6% | +395.3% | +263.1% |
| All | +2,133.7% | +6,292.4% | -4,158.8% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling