+6,351.8%
DKS vs EL
+937.6%
+5,414.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +8.9% | +12.3% | -3.4% | +3.7% |
| 3M | -26.4% | +28.4% | -54.8% | -34.4% |
| 6M | -31.1% | +36.7% | -67.8% | -40.7% |
| YTD | -22.8% | +8.4% | -31.2% | -28.6% |
| 1Y | -29.5% | +25.4% | -54.9% | -38.9% |
| 3Y | +42.8% | +3.4% | +39.4% | +23.5% |
| 5Y | +29.2% | -64.8% | +93.9% | +77.9% |
| 10Y | +235.0% | +63.0% | +172.0% | +116.8% |
| All | +6,351.8% | +937.6% | +5,414.2% | +1,650.5% |
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 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