+43.6%
EEM vs DKS
+12.8%
+30.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.7% | -4.7% | +4.0% | -0.1% |
| 30D | +2.4% | -35.1% | +37.5% | +7.1% |
| 3M | +4.2% | -37.7% | +41.9% | +9.4% |
| 6M | +14.8% | -30.7% | +45.5% | +18.5% |
| YTD | +23.1% | -31.9% | +55.0% | +27.3% |
| 1Y | +32.5% | -40.0% | +72.5% | +39.2% |
| 3Y | +85.9% | +28.4% | +57.5% | +72.3% |
| 5Y | +43.6% | +12.4% | +31.1% | +27.5% |
| All | +43.6% | +12.8% | +30.7% | +27.5% |
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 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