+77.4%
ECL vs DKS
+44.5%
+32.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.3% | +1.3% | -3.6% | -2.4% |
| 30D | +8.3% | +8.9% | -0.6% | +7.2% |
| 3M | +8.4% | -26.4% | +34.8% | +11.3% |
| 6M | +23.3% | -31.1% | +54.3% | +27.3% |
| YTD | +18.2% | -22.8% | +41.0% | +20.5% |
| 1Y | +18.8% | -29.5% | +48.3% | +22.0% |
| All | +77.4% | +44.5% | +32.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling