-30.1%
DKS vs EL
+23.3%
-53.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.5% |
| 7D | +6.3% | +1.5% | +4.8% | +5.9% |
| 30D | +9.3% | +10.0% | -0.7% | +6.9% |
| 3M | -25.3% | +28.4% | -53.7% | -29.5% |
| 6M | -29.2% | +37.1% | -66.2% | -34.5% |
| YTD | -22.7% | +7.8% | -30.6% | -28.8% |
| 1Y | -30.1% | +26.0% | -56.2% | -41.4% |
| All | -30.1% | +23.3% | -53.4% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling