-5.4%
RKT vs DKS
+26.5%
-31.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | -9.0% | +6.3% | -15.3% | -10.9% |
| 30D | +30.2% | +9.3% | +20.9% | +26.2% |
| 3M | -8.8% | -25.3% | +16.4% | -2.0% |
| 6M | -0.9% | -29.2% | +28.3% | +8.3% |
| YTD | -29.2% | -22.7% | -6.4% | -25.1% |
| 1Y | -20.1% | -30.1% | +10.1% | -12.6% |
| 3Y | +81.3% | +45.6% | +35.7% | +40.4% |
| All | -5.4% | +26.5% | -31.8% | -34.4% |
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 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