+280.0%
RTX vs DKS
+199.2%
+80.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.0% | -4.7% | +2.8% | -1.1% |
| 30D | -11.2% | -35.1% | +23.9% | -4.9% |
| 3M | +12.0% | -37.7% | +49.8% | +20.7% |
| 6M | -3.6% | -30.7% | +27.2% | +1.4% |
| YTD | +9.2% | -31.9% | +41.1% | +14.9% |
| 1Y | +29.7% | -40.0% | +69.7% | +39.5% |
| 3Y | +152.0% | +28.4% | +123.5% | +119.2% |
| 5Y | +165.8% | +12.4% | +153.3% | +126.2% |
| All | +280.0% | +199.2% | +80.8% | +99.0% |
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