+2.2%
ROP vs DKS
+26.5%
-24.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | +0.1% |
| 7D | +0.7% | +6.3% | -5.6% | -0.1% |
| 30D | +28.8% | +9.3% | +19.5% | +27.4% |
| 3M | +21.1% | -25.3% | +46.3% | +24.1% |
| 6M | +52.5% | -29.2% | +81.7% | +57.0% |
| YTD | +8.9% | -22.7% | +31.6% | +10.5% |
| 1Y | +8.2% | -30.1% | +38.3% | +11.2% |
| 3Y | -5.2% | +45.6% | -50.8% | -14.1% |
| All | +2.2% | +26.5% | -24.3% | -12.9% |
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