-24.4%
ELF vs DKS
-39.1%
+14.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -3.4% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | +5.9% | -36.6% | +42.5% | +21.9% |
| 3M | +99.5% | -37.6% | +137.1% | +129.6% |
| 6M | +26.5% | -32.1% | +58.6% | +34.8% |
| YTD | +37.2% | -32.3% | +69.5% | +46.1% |
| 1Y | -24.4% | -39.5% | +15.1% | -12.7% |
| All | -24.4% | -39.1% | +14.7% | -12.7% |
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