+420.8%
RSG vs DKS
+206.3%
+214.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | 0.0% | -2.0% | +2.1% | +0.2% |
| 30D | +4.0% | -32.7% | +36.7% | +7.3% |
| 3M | +7.4% | -38.8% | +46.2% | +11.8% |
| 6M | +0.1% | -29.4% | +29.5% | +2.5% |
| YTD | +6.0% | -30.3% | +36.3% | +8.6% |
| 1Y | -3.0% | -39.6% | +36.6% | +0.6% |
| 3Y | +56.5% | +32.2% | +24.3% | +45.2% |
| 5Y | +90.9% | +15.1% | +75.8% | +75.0% |
| All | +420.8% | +206.3% | +214.5% | +269.2% |
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