+287.1%
DKS vs ESI
+200.4%
+86.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.9% |
| 7D | +3.3% | +8.3% | -5.1% | +0.6% |
| 30D | +5.9% | -10.4% | +16.3% | +8.9% |
| 3M | -27.4% | -13.2% | -14.3% | -24.9% |
| 6M | -32.6% | -23.9% | -8.7% | -28.1% |
| YTD | -24.8% | +34.2% | -59.0% | -35.1% |
| 1Y | -32.8% | +22.2% | -55.1% | -40.2% |
| 3Y | +39.1% | +79.2% | -40.2% | +8.2% |
| 5Y | +25.0% | +38.1% | -13.1% | +4.5% |
| 10Y | +226.2% | +323.6% | -97.4% | +98.2% |
| All | +287.1% | +200.4% | +86.7% | +159.8% |
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 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