+266.3%
DKS vs ESI
+224.6%
+41.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.4% |
| 7D | +3.0% | +3.3% | -0.3% | +1.9% |
| 30D | -30.5% | -5.9% | -24.7% | -29.4% |
| 3M | -35.7% | -14.1% | -21.6% | -33.4% |
| 6M | -29.7% | +6.6% | -36.3% | -33.2% |
| YTD | -28.9% | +45.0% | -73.9% | -39.6% |
| 1Y | -35.9% | +41.5% | -77.3% | -45.2% |
| 3Y | +28.2% | +78.8% | -50.6% | +0.5% |
| 5Y | +11.8% | +70.9% | -59.1% | -11.6% |
| 10Y | +211.6% | +317.1% | -105.5% | +88.2% |
| All | +266.3% | +224.6% | +41.7% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling