+2,544.6%
ROP vs DKS
+5,981.0%
-3,436.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -1.7% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -1.6% | -36.6% | +35.0% | +7.6% |
| 3M | +18.8% | -37.6% | +56.5% | +30.3% |
| 6M | +8.2% | -32.1% | +40.3% | +15.5% |
| YTD | -10.5% | -32.3% | +21.8% | -4.6% |
| 1Y | -23.7% | -39.5% | +15.7% | -17.0% |
| 3Y | -17.9% | +27.7% | -45.5% | -29.0% |
| 5Y | -15.3% | +15.0% | -30.4% | -29.3% |
| 10Y | +133.4% | +192.6% | -59.2% | +30.7% |
| All | +2,544.6% | +5,981.0% | -3,436.4% | +492.0% |
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