-35.6%
ELAN vs DKS
+362.7%
-398.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.7% |
| 7D | -5.4% | -2.0% | -3.4% | -4.9% |
| 30D | +4.7% | -32.7% | +37.4% | +14.2% |
| 3M | -3.7% | -38.8% | +35.1% | +7.6% |
| 6M | -1.2% | -29.4% | +28.2% | +5.9% |
| YTD | +2.4% | -30.3% | +32.7% | +9.9% |
| 1Y | +23.4% | -39.6% | +63.0% | +37.1% |
| 3Y | +96.7% | +32.2% | +64.5% | +72.4% |
| 5Y | -30.6% | +15.1% | -45.7% | -40.1% |
| All | -35.6% | +362.7% | -398.3% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling