+3,462.0%
RMD vs DKS
+6,292.4%
-2,830.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -5.0% | +3.0% | -8.0% | -5.5% |
| 30D | +2.2% | -30.5% | +32.8% | +7.4% |
| 3M | +17.8% | -35.7% | +53.5% | +25.5% |
| 6M | -11.3% | -29.7% | +18.4% | -7.3% |
| YTD | -4.4% | -28.9% | +24.4% | -0.4% |
| 1Y | -15.7% | -35.9% | +20.1% | -10.9% |
| 3Y | +47.7% | +28.2% | +19.6% | +34.9% |
| 5Y | -19.2% | +11.8% | -31.0% | -27.1% |
| 10Y | +280.4% | +211.6% | +68.8% | +159.7% |
| All | +3,462.0% | +6,292.4% | -2,830.5% | +1,411.3% |
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 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