+152.8%
RTX vs DKS
+28.7%
+124.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.7% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -10.6% | -36.6% | +26.1% | -8.1% |
| 3M | +11.6% | -37.6% | +49.3% | +14.7% |
| 6M | -4.5% | -32.1% | +27.6% | -2.5% |
| YTD | +9.6% | -32.3% | +41.9% | +11.8% |
| 1Y | +30.8% | -39.5% | +70.3% | +34.4% |
| 3Y | +152.8% | +27.7% | +125.2% | +139.7% |
| All | +152.8% | +28.7% | +124.2% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling