+267.0%
RTX vs DKS
+217.6%
+49.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -1.0% |
| 7D | +3.4% | +3.3% | +0.1% | +2.8% |
| 30D | +8.4% | +5.9% | +2.5% | +7.1% |
| 3M | -10.7% | -27.4% | +16.8% | -6.6% |
| 6M | +11.7% | -32.6% | +44.3% | +18.1% |
| YTD | +9.3% | -24.8% | +34.2% | +12.6% |
| 1Y | +13.3% | -32.8% | +46.1% | +19.1% |
| 3Y | +156.1% | +39.1% | +117.1% | +119.3% |
| 5Y | +148.5% | +25.0% | +123.5% | +107.1% |
| All | +267.0% | +217.6% | +49.4% | +84.1% |
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