+34.4%
ED vs DKS
+28.7%
+5.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +0.8% |
| 7D | +0.5% | -0.4% | +1.0% | +0.5% |
| 30D | +1.1% | -36.6% | +37.7% | -0.3% |
| 3M | +4.6% | -37.6% | +42.3% | +3.2% |
| 6M | -2.0% | -32.1% | +30.1% | -2.8% |
| YTD | +11.7% | -32.3% | +44.0% | +10.8% |
| 1Y | +15.7% | -39.5% | +55.2% | +14.4% |
| 3Y | +34.4% | +27.7% | +6.7% | +19.2% |
| All | +34.4% | +28.7% | +5.7% | +19.2% |
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