+27.7%
DKS vs ES
+33.1%
-5.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | -36.6% | -1.2% | -35.5% | -36.5% |
| 3M | -37.6% | +5.0% | -42.6% | -38.2% |
| 6M | -32.1% | -2.8% | -29.3% | -31.7% |
| YTD | -32.3% | +8.6% | -40.9% | -33.7% |
| 1Y | -39.5% | +18.9% | -58.4% | -42.4% |
| 3Y | +27.7% | +32.1% | -4.5% | +13.7% |
| All | +27.7% | +33.1% | -5.5% | +13.7% |
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