+3,646.7%
RMD vs DKS
+6,842.3%
-3,195.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +2.1% | +6.3% | -4.2% | +1.0% |
| 30D | +2.1% | +9.3% | -7.2% | +0.4% |
| 3M | +6.2% | -25.3% | +31.5% | +10.0% |
| 6M | +19.4% | -29.2% | +48.6% | +24.4% |
| 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% | +53.7% |
| 5Y | -1.5% | +28.5% | -30.0% | -13.3% |
| 10Y | +345.8% | +235.2% | +110.6% | +200.0% |
| All | +3,646.7% | +6,842.3% | -3,195.5% | +1,462.2% |
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