+227.2%
DKS vs EAT
+320.8%
-93.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +6.3% | -4.0% | +10.3% | +7.7% |
| 30D | +9.3% | -2.9% | +12.2% | +9.7% |
| 3M | -25.3% | -16.9% | -8.4% | -21.0% |
| 6M | -29.2% | +57.0% | -86.1% | -40.3% |
| YTD | -22.7% | +38.2% | -60.9% | -33.2% |
| 1Y | -30.1% | +69.3% | -99.4% | -44.2% |
| 3Y | +45.6% | +483.0% | -437.3% | -30.6% |
| 5Y | +28.5% | +364.1% | -335.7% | -37.4% |
| All | +227.2% | +320.8% | -93.6% | +19.4% |
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