-27.1%
RKT vs DKS
+245.2%
-272.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -6.3% | -3.0% | -3.3% | -5.5% |
| 30D | -6.2% | -33.4% | +27.2% | +3.5% |
| 3M | -1.9% | -39.4% | +37.5% | +11.5% |
| 6M | -13.0% | -30.1% | +17.1% | -5.3% |
| YTD | -31.9% | -31.0% | -1.0% | -25.9% |
| 1Y | -37.6% | -40.2% | +2.6% | -29.3% |
| 3Y | +36.8% | +30.9% | +5.9% | +17.6% |
| 5Y | -9.7% | +14.0% | -23.8% | -26.8% |
| All | -27.1% | +245.2% | -272.2% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling