+5,845.5%
DKS vs EL
+859.3%
+4,986.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.7% |
| 7D | +3.0% | +0.8% | +2.2% | +2.6% |
| 30D | -30.5% | +19.8% | -50.4% | -36.2% |
| 3M | -35.7% | +25.7% | -61.4% | -42.3% |
| 6M | -29.7% | +5.4% | -35.1% | -33.2% |
| YTD | -28.9% | +0.2% | -29.1% | -31.9% |
| 1Y | -35.9% | +20.4% | -56.3% | -43.8% |
| 3Y | +28.2% | -32.1% | +60.3% | +32.5% |
| 5Y | +11.8% | -67.2% | +79.0% | +58.7% |
| 10Y | +211.6% | +31.7% | +179.9% | +121.7% |
| All | +5,845.5% | +859.3% | +4,986.2% | +1,568.6% |
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 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