+1,694.2%
RIO vs DKS
+6,842.3%
-5,148.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -0.9% | +6.3% | -7.2% | -2.5% |
| 30D | -9.1% | +9.3% | -18.4% | -11.4% |
| 3M | -13.7% | -25.3% | +11.6% | -9.3% |
| 6M | -24.3% | -29.2% | +4.9% | -19.8% |
| YTD | +8.9% | -22.7% | +31.6% | +12.3% |
| 1Y | +22.7% | -30.1% | +52.8% | +29.7% |
| 3Y | +51.2% | +45.6% | +5.5% | +23.7% |
| 5Y | +88.1% | +28.5% | +59.6% | +48.8% |
| 10Y | +352.3% | +235.2% | +117.1% | +127.4% |
| All | +1,694.2% | +6,842.3% | -5,148.1% | +307.4% |
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