+29.3%
DKS vs EL
-32.9%
+62.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | -37.7% | +13.7% | -51.4% | -40.1% |
| 3M | -38.9% | +14.5% | -53.4% | -41.5% |
| 6M | -31.1% | +7.4% | -38.5% | -33.5% |
| YTD | -31.8% | -4.7% | -27.1% | -32.6% |
| 1Y | -38.0% | +12.9% | -51.0% | -41.9% |
| All | +29.3% | -32.9% | +62.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling