+732.6%
ED vs DKS
+6,836.7%
-6,104.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | +11.2% | +8.9% | +2.3% | +10.5% |
| 3M | +11.8% | -26.4% | +38.1% | +13.4% |
| 6M | +14.1% | -31.1% | +45.1% | +16.1% |
| YTD | +23.0% | -22.8% | +45.8% | +24.0% |
| 1Y | +23.7% | -29.5% | +53.1% | +25.4% |
| 3Y | +47.7% | +42.8% | +4.9% | +39.8% |
| 5Y | +82.6% | +29.2% | +53.4% | +71.1% |
| 10Y | +141.8% | +235.0% | -93.2% | +99.8% |
| All | +732.6% | +6,836.7% | -6,104.1% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling