+5,973.9%
DKS vs ES
+1,044.2%
+4,929.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.0% |
| 7D | -2.1% | +1.9% | -4.0% | -2.8% |
| 30D | +7.3% | +7.1% | +0.3% | +4.5% |
| 3M | -28.4% | -1.9% | -26.5% | -28.0% |
| 6M | -36.9% | +4.4% | -41.2% | -38.0% |
| YTD | -27.3% | +7.3% | -34.6% | -29.7% |
| 1Y | -33.2% | +2.1% | -35.4% | -34.5% |
| 3Y | +32.2% | +41.8% | -9.7% | +10.5% |
| 5Y | +22.3% | +1.4% | +20.8% | +15.5% |
| 10Y | +230.5% | +86.8% | +143.7% | +122.7% |
| All | +5,973.9% | +1,044.2% | +4,929.7% | +1,869.0% |
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