+12.5%
DKS vs ESI
+74.4%
-61.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -2.9% | +3.9% | -6.8% | -4.7% |
| 30D | -37.7% | -3.8% | -33.9% | -36.9% |
| 3M | -38.9% | -13.1% | -25.8% | -36.4% |
| 6M | -31.1% | +11.3% | -42.4% | -38.4% |
| YTD | -31.8% | +44.1% | -75.9% | -48.1% |
| 1Y | -38.0% | +40.3% | -78.4% | -52.4% |
| 3Y | +28.6% | +84.1% | -55.4% | -18.8% |
| 5Y | +12.5% | +75.8% | -63.3% | -27.5% |
| All | +12.5% | +74.4% | -61.9% | -27.5% |
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