-36.5%
ELAN vs DKS
+352.0%
-388.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | -6.4% | -4.7% | -1.6% | -5.2% |
| 30D | +0.6% | -35.1% | +35.6% | +10.8% |
| 3M | 0.0% | -37.7% | +37.7% | +11.0% |
| 6M | -3.4% | -30.7% | +27.3% | +4.0% |
| YTD | +1.0% | -31.9% | +32.9% | +9.2% |
| 1Y | +24.7% | -40.0% | +64.7% | +38.8% |
| 3Y | +97.2% | +28.4% | +68.8% | +74.2% |
| 5Y | -31.5% | +12.4% | -43.9% | -40.5% |
| All | -36.5% | +352.0% | -388.5% | -71.1% |
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