+4,552.8%
ROL vs DKS
+6,836.7%
-2,283.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | +1.3% | -0.6% | +0.5% |
| 30D | +20.6% | +8.9% | +11.7% | +18.4% |
| 3M | +4.5% | -26.4% | +30.8% | +9.3% |
| 6M | -26.5% | -31.1% | +4.5% | -22.3% |
| YTD | -34.8% | -22.8% | -12.0% | -32.9% |
| 1Y | -33.2% | -29.5% | -3.7% | -30.1% |
| 3Y | +4.5% | +42.8% | -38.3% | -9.6% |
| 5Y | +15.5% | +29.2% | -13.6% | -2.8% |
| 10Y | +217.2% | +235.0% | -17.7% | +90.6% |
| All | +4,552.8% | +6,836.7% | -2,283.9% | +1,292.0% |
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