-8.0%
RKT vs DKS
+13.0%
-21.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -1.0% | -2.9% | +1.9% | 0.0% |
| 30D | -2.4% | -37.7% | +35.3% | +11.7% |
| 3M | +1.9% | -38.9% | +40.8% | +17.5% |
| 6M | -13.9% | -31.1% | +17.2% | -4.8% |
| YTD | -30.6% | -31.8% | +1.2% | -23.4% |
| 1Y | -34.4% | -38.0% | +3.7% | -25.5% |
| 3Y | +38.2% | +28.6% | +9.6% | +13.1% |
| All | -8.0% | +13.0% | -21.0% | -32.7% |
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