+2,648.7%
RSG vs DKS
+6,026.4%
-3,377.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | +3.7% | -37.7% | +41.4% | +9.7% |
| 3M | +6.2% | -38.9% | +45.1% | +12.5% |
| 6M | -2.8% | -31.1% | +28.3% | +0.9% |
| YTD | +5.9% | -31.8% | +37.7% | +9.9% |
| 1Y | -1.8% | -38.0% | +36.3% | +3.1% |
| 3Y | +57.5% | +28.6% | +28.9% | +43.5% |
| 5Y | +91.1% | +12.5% | +78.5% | +71.3% |
| 10Y | +428.1% | +198.3% | +229.7% | +267.6% |
| All | +2,648.7% | +6,026.4% | -3,377.7% | +1,189.8% |
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