+72.5%
RMD vs DKS
+44.7%
+27.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +2.1% | +6.3% | -4.2% | +1.1% |
| 30D | +2.1% | +9.3% | -7.2% | +0.7% |
| 3M | +6.2% | -25.3% | +31.5% | +10.0% |
| 6M | +19.4% | -29.2% | +48.6% | +24.5% |
| YTD | +0.5% | -22.7% | +23.3% | +2.9% |
| 1Y | -3.9% | -30.1% | +26.2% | 0.0% |
| 3Y | +72.5% | +45.6% | +26.9% | +35.7% |
| All | +72.5% | +44.7% | +27.9% | +35.7% |
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 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