+1,652.6%
RMBS vs DKS
+6,016.3%
-4,363.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +1.2% | -4.7% | +5.9% | +2.8% |
| 30D | -11.5% | -35.1% | +23.6% | -0.7% |
| 3M | -38.2% | -37.7% | -0.5% | -30.3% |
| 6M | -4.8% | -30.7% | +26.0% | +3.6% |
| YTD | -7.1% | -31.9% | +24.8% | +1.5% |
| 1Y | +10.7% | -40.0% | +50.7% | +26.1% |
| 3Y | +54.5% | +28.4% | +26.1% | +32.9% |
| 5Y | +261.7% | +12.4% | +249.2% | +204.4% |
| 10Y | +551.5% | +197.8% | +353.7% | +228.4% |
| All | +1,652.6% | +6,016.3% | -4,363.8% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling