+348.5%
ROK vs DKS
+203.5%
+145.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.3% |
| 7D | -1.2% | -3.0% | +1.7% | -0.6% |
| 30D | -4.8% | -33.4% | +28.6% | +3.2% |
| 3M | -6.1% | -39.4% | +33.3% | +3.8% |
| 6M | +15.5% | -30.1% | +45.6% | +22.8% |
| YTD | +11.2% | -31.0% | +42.1% | +18.5% |
| 1Y | +23.8% | -40.2% | +64.0% | +36.3% |
| 3Y | +53.1% | +30.9% | +22.2% | +35.8% |
| 5Y | +48.3% | +14.0% | +34.3% | +29.8% |
| All | +348.5% | +203.5% | +145.1% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling