+29.2%
DKS vs EL
-64.9%
+94.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | +8.9% | +12.3% | -3.4% | +4.8% |
| 3M | -26.4% | +28.4% | -54.8% | -32.7% |
| 6M | -31.1% | +36.7% | -67.8% | -38.7% |
| YTD | -22.8% | +8.4% | -31.2% | -27.1% |
| 1Y | -29.5% | +25.4% | -54.9% | -37.0% |
| 3Y | +42.8% | +3.4% | +39.4% | +24.5% |
| 5Y | +29.2% | -64.8% | +93.9% | +77.6% |
| All | +29.2% | -64.9% | +94.1% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling