+76.5%
DE vs DKS
+27.3%
+49.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.4% | -4.7% | +2.4% | -1.5% |
| 30D | +9.7% | -35.1% | +44.8% | +17.3% |
| 3M | +21.4% | -37.7% | +59.1% | +30.6% |
| 6M | +15.0% | -30.7% | +45.8% | +20.7% |
| YTD | +46.4% | -31.9% | +78.3% | +54.1% |
| 1Y | +45.6% | -40.0% | +85.6% | +56.4% |
| All | +76.5% | +27.3% | +49.1% | +40.4% |
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