+27.7%
DKS vs ESI
+82.9%
-55.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.1% |
| 7D | -0.4% | +5.4% | -5.8% | -2.4% |
| 30D | -36.6% | -4.2% | -32.4% | -35.8% |
| 3M | -37.6% | -9.6% | -28.0% | -36.5% |
| 6M | -32.1% | +18.3% | -50.4% | -40.5% |
| YTD | -32.3% | +45.8% | -78.2% | -47.7% |
| 1Y | -39.5% | +39.2% | -78.6% | -52.3% |
| 3Y | +27.7% | +86.3% | -58.6% | -14.8% |
| All | +27.7% | +82.9% | -55.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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