+451.7%
DKS vs EQH
+234.7%
+217.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | -3.0% | +0.7% | -3.7% | -3.3% |
| 30D | -33.4% | +2.8% | -36.2% | -34.3% |
| 3M | -39.4% | +23.1% | -62.5% | -45.9% |
| 6M | -30.1% | +41.4% | -71.5% | -42.8% |
| YTD | -31.0% | +14.3% | -45.2% | -37.1% |
| 1Y | -40.2% | +1.6% | -41.8% | -42.2% |
| 3Y | +30.9% | +102.7% | -71.8% | -15.7% |
| 5Y | +14.0% | +104.5% | -90.5% | -28.9% |
| All | +451.7% | +234.7% | +217.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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