+267.4%
RTX vs DKS
+226.4%
+41.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | +4.8% | +6.3% | -1.5% | +3.6% |
| 30D | +6.5% | +9.3% | -2.8% | +4.6% |
| 3M | -9.6% | -25.3% | +15.7% | -6.0% |
| 6M | +12.3% | -29.2% | +41.5% | +17.6% |
| YTD | +9.5% | -22.7% | +32.2% | +12.1% |
| 1Y | +15.8% | -30.1% | +46.0% | +20.8% |
| 3Y | +157.0% | +45.6% | +111.4% | +118.0% |
| 5Y | +148.8% | +28.5% | +120.3% | +106.3% |
| All | +267.4% | +226.4% | +41.0% | +83.3% |
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