+192.6%
DKS vs EAT
+379.9%
-187.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.7% | -6.2% | +1.5% | -2.6% |
| 30D | -35.1% | -3.0% | -32.0% | -34.6% |
| 3M | -37.7% | +45.6% | -83.4% | -45.6% |
| 6M | -30.7% | +53.5% | -84.3% | -41.5% |
| YTD | -31.9% | +49.6% | -81.5% | -42.3% |
| 1Y | -40.0% | +38.9% | -78.9% | -48.5% |
| 3Y | +28.4% | +589.7% | -561.3% | -42.2% |
| 5Y | +12.4% | +318.7% | -306.2% | -43.1% |
| All | +192.6% | +379.9% | -187.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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