+129.7%
ROP vs DKS
+206.3%
-76.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | -4.6% | -2.0% | -2.6% | -4.3% |
| 30D | -1.7% | -32.7% | +31.0% | +3.0% |
| 3M | +17.1% | -38.8% | +55.9% | +24.2% |
| 6M | +10.9% | -29.4% | +40.3% | +14.7% |
| YTD | -12.1% | -30.3% | +18.2% | -9.0% |
| 1Y | -24.2% | -39.6% | +15.4% | -20.1% |
| 3Y | -20.4% | +32.2% | -52.6% | -27.4% |
| 5Y | -15.4% | +15.1% | -30.5% | -24.0% |
| All | +129.7% | +206.3% | -76.6% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling