+6,356.9%
DKS vs EL
+932.2%
+5,424.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | +6.3% | +1.5% | +4.8% | +5.7% |
| 30D | +9.3% | +10.0% | -0.7% | +5.0% |
| 3M | -25.3% | +28.4% | -53.7% | -33.4% |
| 6M | -29.2% | +37.1% | -66.2% | -39.1% |
| YTD | -22.7% | +7.8% | -30.6% | -28.3% |
| 1Y | -30.1% | +26.0% | -56.2% | -39.6% |
| 3Y | +45.6% | +3.8% | +41.8% | +25.7% |
| 5Y | +28.5% | -65.2% | +93.7% | +78.0% |
| 10Y | +235.2% | +62.1% | +173.1% | +117.5% |
| All | +6,356.9% | +932.2% | +5,424.7% | +1,656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling