+0.8%
ROL vs DKS
+28.7%
-27.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -6.9% | -36.6% | +29.7% | -4.1% |
| 3M | -24.6% | -37.6% | +13.0% | -22.2% |
| 6M | -39.5% | -32.1% | -7.5% | -37.9% |
| YTD | -41.1% | -32.3% | -8.8% | -39.5% |
| 1Y | -37.9% | -39.5% | +1.6% | -36.0% |
| 3Y | +0.8% | +27.7% | -26.9% | -5.9% |
| All | +0.8% | +28.7% | -27.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling