+4,214.7%
ROL vs DKS
+6,292.4%
-2,077.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -1.4% | +3.0% | -4.4% | -2.0% |
| 30D | -4.1% | -30.5% | +26.4% | +1.7% |
| 3M | -22.5% | -35.7% | +13.2% | -16.7% |
| 6M | -37.7% | -29.7% | -8.0% | -34.3% |
| YTD | -39.6% | -28.9% | -10.7% | -36.6% |
| 1Y | -36.0% | -35.9% | -0.1% | -31.8% |
| 3Y | -5.1% | +28.2% | -33.3% | -16.0% |
| 5Y | -3.4% | +11.8% | -15.2% | -16.2% |
| 10Y | +215.2% | +211.6% | +3.6% | +92.1% |
| All | +4,214.7% | +6,292.4% | -2,077.7% | +1,215.2% |
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 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