+32.3%
EEM vs DKS
-39.2%
+71.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.1% |
| 30D | +2.1% | -33.4% | +35.4% | +5.2% |
| 3M | +1.0% | -39.4% | +40.4% | +5.6% |
| 6M | +15.9% | -30.1% | +46.0% | +17.3% |
| YTD | +24.6% | -31.0% | +55.6% | +26.2% |
| 1Y | +32.3% | -40.2% | +72.4% | +36.5% |
| All | +32.3% | -39.2% | +71.5% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling