+152.1%
ECL vs DKS
+199.2%
-47.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.6% | -4.7% | +2.1% | -1.8% |
| 30D | -4.6% | -35.1% | +30.5% | +1.9% |
| 3M | +6.0% | -37.7% | +43.7% | +13.9% |
| 6M | -3.0% | -30.7% | +27.8% | +2.0% |
| YTD | +4.0% | -31.9% | +35.9% | +9.5% |
| 1Y | +2.0% | -40.0% | +42.0% | +9.5% |
| 3Y | +53.9% | +28.4% | +25.5% | +37.1% |
| 5Y | +27.1% | +12.4% | +14.7% | +11.2% |
| All | +152.1% | +199.2% | -47.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DKS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling