+192.6%
DKS vs EL
+25.3%
+167.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.7% |
| 7D | -4.7% | -4.4% | -0.4% | -3.2% |
| 30D | -35.1% | +10.3% | -45.3% | -38.0% |
| 3M | -37.7% | +13.4% | -51.1% | -41.3% |
| 6M | -30.7% | +3.1% | -33.8% | -33.2% |
| YTD | -31.9% | -6.9% | -25.0% | -32.6% |
| 1Y | -40.0% | +11.9% | -51.9% | -45.3% |
| 3Y | +28.4% | -33.8% | +62.2% | +34.1% |
| 5Y | +12.4% | -69.0% | +81.4% | +66.1% |
| All | +192.6% | +25.3% | +167.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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