+15.5%
ROL vs DKS
+29.6%
-14.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | +1.3% | -0.6% | +0.6% |
| 30D | +20.6% | +8.9% | +11.7% | +19.5% |
| 3M | +4.5% | -26.4% | +30.8% | +6.7% |
| 6M | -26.5% | -31.1% | +4.5% | -24.5% |
| YTD | -34.8% | -22.8% | -12.0% | -33.8% |
| 1Y | -33.2% | -29.5% | -3.7% | -31.7% |
| 3Y | +4.5% | +42.8% | -38.3% | -3.2% |
| 5Y | +15.5% | +29.2% | -13.6% | +3.2% |
| All | +15.5% | +29.6% | -14.0% | +3.2% |
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 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