+45.6%
DKS vs ES
+53.3%
-7.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +6.3% | +2.7% | +3.6% | +5.7% |
| 30D | +9.3% | +7.6% | +1.7% | +7.6% |
| 3M | -25.3% | +0.5% | -25.8% | -25.5% |
| 6M | -29.2% | +7.6% | -36.8% | -30.2% |
| YTD | -22.7% | +10.2% | -33.0% | -24.3% |
| 1Y | -30.1% | +1.8% | -32.0% | -30.7% |
| 3Y | +45.6% | +55.4% | -9.7% | +21.2% |
| All | +45.6% | +53.3% | -7.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling