+57.6%
ECL vs DKS
+28.7%
+28.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | -0.8% | -0.4% | -0.3% | -0.7% |
| 30D | -2.5% | -36.6% | +34.1% | +2.2% |
| 3M | +8.3% | -37.6% | +46.0% | +13.7% |
| 6M | -1.1% | -32.1% | +31.0% | +2.5% |
| YTD | +6.5% | -32.3% | +38.8% | +10.4% |
| 1Y | +2.1% | -39.5% | +41.6% | +7.0% |
| 3Y | +57.6% | +27.7% | +29.9% | +38.3% |
| All | +57.6% | +28.7% | +28.9% | +38.3% |
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