+67.3%
ED vs DKS
+15.5%
+51.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | -0.2% |
| 30D | +1.9% | -37.7% | +39.7% | +1.7% |
| 3M | +1.9% | -38.9% | +40.8% | +1.6% |
| 6M | -2.3% | -31.1% | +28.8% | -2.3% |
| YTD | +10.9% | -31.8% | +42.7% | +10.8% |
| 1Y | +14.5% | -38.0% | +52.6% | +14.4% |
| 3Y | +33.4% | +28.6% | +4.8% | +29.7% |
| 5Y | +67.3% | +12.5% | +54.7% | +61.7% |
| All | +67.3% | +15.5% | +51.8% | +61.7% |
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