+45.9%
ROK vs DKS
+12.8%
+33.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.6% | -4.7% | +3.1% | -0.5% |
| 30D | -5.4% | -35.1% | +29.6% | +3.2% |
| 3M | -4.0% | -37.7% | +33.8% | +5.6% |
| 6M | +13.3% | -30.7% | +44.1% | +20.8% |
| YTD | +9.3% | -31.9% | +41.3% | +16.9% |
| 1Y | +25.8% | -40.0% | +65.8% | +38.5% |
| 3Y | +49.1% | +28.4% | +20.7% | +32.8% |
| 5Y | +45.9% | +12.4% | +33.4% | +25.6% |
| All | +45.9% | +12.8% | +33.0% | +25.6% |
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