+198.3%
DKS vs ES
+83.1%
+115.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -37.7% | -1.0% | -36.7% | -37.5% |
| 3M | -38.9% | +1.5% | -40.4% | -39.2% |
| 6M | -31.1% | -3.5% | -27.6% | -30.5% |
| YTD | -31.8% | +7.0% | -38.8% | -33.3% |
| 1Y | -38.0% | +15.3% | -53.4% | -41.1% |
| 3Y | +28.6% | +30.2% | -1.6% | +15.8% |
| 5Y | +12.5% | -4.3% | +16.8% | +10.1% |
| 10Y | +198.3% | +87.5% | +110.9% | +174.2% |
| All | +198.3% | +83.1% | +115.2% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling