+50.3%
RMD vs DKS
+26.6%
+23.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.4% |
| 7D | -4.5% | -0.4% | -4.0% | -4.4% |
| 30D | +4.6% | -36.6% | +41.2% | +11.6% |
| 3M | +14.8% | -37.6% | +52.4% | +22.7% |
| 6M | -12.1% | -32.1% | +20.0% | -7.9% |
| YTD | -7.5% | -32.3% | +24.8% | -3.1% |
| 1Y | -20.1% | -39.5% | +19.4% | -14.7% |
| All | +50.3% | +26.6% | +23.7% | +15.3% |
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