+4,602.3%
ROL vs DKS
+6,842.3%
-2,239.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.0% |
| 7D | +3.0% | +6.3% | -3.3% | +1.7% |
| 30D | +19.8% | +9.3% | +10.5% | +17.6% |
| 3M | +7.9% | -25.3% | +33.2% | +12.5% |
| 6M | -25.6% | -29.2% | +3.5% | -21.8% |
| YTD | -34.1% | -22.7% | -11.4% | -32.2% |
| 1Y | -31.4% | -30.1% | -1.3% | -28.0% |
| 3Y | +4.7% | +45.6% | -41.0% | -9.8% |
| 5Y | +15.6% | +28.5% | -12.9% | -2.6% |
| 10Y | +220.6% | +235.2% | -14.6% | +92.6% |
| All | +4,602.3% | +6,842.3% | -2,239.9% | +1,306.7% |
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