-22.1%
RMD vs DKS
+15.5%
-37.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.7% | -2.9% | -1.8% | -4.3% |
| 30D | +0.2% | -37.7% | +38.0% | +7.4% |
| 3M | +12.0% | -38.9% | +50.9% | +20.4% |
| 6M | -12.5% | -31.1% | +18.6% | -8.4% |
| YTD | -7.9% | -31.8% | +23.9% | -3.5% |
| 1Y | -20.4% | -38.0% | +17.7% | -15.3% |
| 3Y | +53.1% | +28.6% | +24.5% | +37.7% |
| 5Y | -22.1% | +12.5% | -34.7% | -33.6% |
| All | -22.1% | +15.5% | -37.6% | -33.6% |
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