+546.7%
EFA vs DKS
+5,981.0%
-5,434.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.2% |
| 30D | -0.7% | -36.6% | +35.9% | +7.2% |
| 3M | +6.4% | -37.6% | +44.0% | +15.0% |
| 6M | +11.4% | -32.1% | +43.5% | +17.9% |
| YTD | +14.0% | -32.3% | +46.3% | +20.5% |
| 1Y | +20.2% | -39.5% | +59.7% | +29.6% |
| 3Y | +68.2% | +27.7% | +40.5% | +49.7% |
| 5Y | +54.8% | +15.0% | +39.8% | +34.3% |
| 10Y | +142.4% | +192.6% | -50.2% | +52.2% |
| All | +546.7% | +5,981.0% | -5,434.2% | +134.9% |
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