+48.7%
RSP vs DKS
+27.3%
+21.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.4% |
| 7D | +0.4% | +3.8% | -3.4% | -0.3% |
| 30D | +3.7% | +8.1% | -4.4% | +2.2% |
| 3M | +0.8% | -28.6% | +29.4% | +5.6% |
| 6M | +9.1% | -33.6% | +42.7% | +15.6% |
| YTD | +16.7% | -23.8% | +40.5% | +19.9% |
| 1Y | +19.7% | -30.7% | +50.4% | +25.1% |
| 3Y | +66.7% | +41.5% | +25.2% | +45.3% |
| 5Y | +48.7% | +23.0% | +25.7% | +21.8% |
| All | +48.7% | +27.3% | +21.4% | +21.8% |
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 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