+3,116.3%
ROP vs DKS
+6,842.3%
-3,726.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.2% |
| 7D | +0.7% | +6.3% | -5.6% | -0.8% |
| 30D | +28.8% | +9.3% | +19.5% | +26.0% |
| 3M | +21.1% | -25.3% | +46.3% | +27.0% |
| 6M | +52.5% | -29.2% | +81.7% | +61.3% |
| YTD | +8.9% | -22.7% | +31.6% | +12.1% |
| 1Y | +8.2% | -30.1% | +38.3% | +13.9% |
| 3Y | -5.2% | +45.6% | -50.8% | -20.7% |
| 5Y | +1.7% | +28.5% | -26.8% | -17.1% |
| 10Y | +185.4% | +235.2% | -49.8% | +54.5% |
| All | +3,116.3% | +6,842.3% | -3,726.0% | +595.6% |
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