+12.5%
DKS vs EL
-68.4%
+80.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.7% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | -37.7% | +13.7% | -51.4% | -40.7% |
| 3M | -38.9% | +14.5% | -53.4% | -42.1% |
| 6M | -31.1% | +7.4% | -38.5% | -34.1% |
| YTD | -31.8% | -4.7% | -27.1% | -32.9% |
| 1Y | -38.0% | +12.9% | -51.0% | -43.0% |
| 3Y | +28.6% | -32.2% | +60.9% | +32.4% |
| 5Y | +12.5% | -68.4% | +80.9% | +59.5% |
| All | +12.5% | -68.4% | +80.9% | +59.5% |
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 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