+5,845.5%
DKS vs ES
+1,050.5%
+4,795.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -30.5% | -2.0% | -28.6% | -30.0% |
| 3M | -35.7% | +1.7% | -37.4% | -36.1% |
| 6M | -29.7% | -3.5% | -26.1% | -28.9% |
| YTD | -28.9% | +7.9% | -36.8% | -31.3% |
| 1Y | -35.9% | +17.2% | -53.0% | -40.6% |
| 3Y | +28.2% | +29.3% | -1.2% | +11.4% |
| 5Y | +11.8% | -5.7% | +17.6% | +8.9% |
| 10Y | +211.6% | +85.2% | +126.4% | +110.9% |
| All | +5,845.5% | +1,050.5% | +4,795.1% | +1,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling