-26.6%
RKT vs DKS
-32.3%
+5.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.1% | +3.0% | -0.9% | +1.5% |
| 30D | +1.4% | -30.5% | +32.0% | +10.4% |
| 3M | +6.3% | -35.7% | +42.0% | +19.4% |
| 6M | -15.5% | -29.7% | +14.2% | -7.2% |
| YTD | -27.4% | -28.9% | +1.5% | -20.9% |
| 1Y | -26.6% | -35.9% | +9.3% | -18.2% |
| All | -26.6% | -32.3% | +5.7% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling