+617.4%
RVMD vs DKS
+259.8%
+357.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | +0.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +1.1% | -36.6% | +37.7% | +13.1% |
| 3M | +39.6% | -37.6% | +77.2% | +56.3% |
| 6M | +110.7% | -32.1% | +142.8% | +127.9% |
| YTD | +160.3% | -32.3% | +192.6% | +180.8% |
| 1Y | +404.9% | -39.5% | +444.4% | +460.9% |
| 3Y | +545.5% | +27.7% | +517.8% | +419.3% |
| 5Y | +584.7% | +15.0% | +569.7% | +430.7% |
| All | +617.4% | +259.8% | +357.6% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling