+53.7%
RMBS vs DKS
+30.4%
+23.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | +1.8% | -2.0% | +3.8% | +2.4% |
| 30D | -13.9% | -32.7% | +18.8% | -3.4% |
| 3M | -39.8% | -38.8% | -1.0% | -30.4% |
| 6M | -6.0% | -29.4% | +23.4% | +1.5% |
| YTD | -5.4% | -30.3% | +25.0% | +2.6% |
| 1Y | -1.8% | -39.6% | +37.8% | +13.2% |
| 3Y | +53.7% | +32.2% | +21.5% | +33.1% |
| All | +53.7% | +30.4% | +23.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling