+26.5%
ECL vs DKS
+15.5%
+11.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.2% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | -4.3% | -37.7% | +33.4% | +2.2% |
| 3M | +3.2% | -38.9% | +42.1% | +10.5% |
| 6M | -2.9% | -31.1% | +28.2% | +1.5% |
| YTD | +4.3% | -31.8% | +36.1% | +9.1% |
| 1Y | +1.6% | -38.0% | +39.7% | +7.6% |
| 3Y | +54.3% | +28.6% | +25.6% | +36.4% |
| 5Y | +26.5% | +12.5% | +13.9% | +5.8% |
| All | +26.5% | +15.5% | +11.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling