+4,410.8%
ROK vs DKS
+6,292.4%
-1,881.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | +3.0% | -2.3% | -0.2% |
| 30D | -3.3% | -30.5% | +27.2% | +5.1% |
| 3M | -5.9% | -35.7% | +29.8% | +4.5% |
| 6M | +13.9% | -29.7% | +43.6% | +22.5% |
| YTD | +12.6% | -28.9% | +41.4% | +20.5% |
| 1Y | +28.6% | -35.9% | +64.5% | +41.3% |
| 3Y | +45.1% | +28.2% | +17.0% | +24.9% |
| 5Y | +45.6% | +11.8% | +33.7% | +22.9% |
| 10Y | +345.0% | +211.6% | +133.4% | +134.4% |
| All | +4,410.8% | +6,292.4% | -1,881.7% | +1,153.6% |
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 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