+25.4%
DKS vs ESI
+36.5%
-11.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | +6.3% | +5.5% | +0.8% | +3.8% |
| 30D | +9.3% | -7.8% | +17.1% | +12.0% |
| 3M | -25.3% | -15.0% | -10.3% | -21.0% |
| 6M | -29.2% | -24.9% | -4.3% | -22.2% |
| YTD | -22.7% | +33.2% | -56.0% | -40.4% |
| 1Y | -30.1% | +24.9% | -55.1% | -44.2% |
| 3Y | +45.6% | +77.8% | -32.1% | -9.9% |
| All | +25.4% | +36.5% | -11.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling