+21.3%
ELF vs DKS
+44.7%
-23.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +2.7% |
| 7D | +1.6% | +6.3% | -4.7% | -1.1% |
| 30D | +9.1% | +9.3% | -0.2% | +4.5% |
| 3M | +28.2% | -25.3% | +53.5% | +41.3% |
| 6M | +119.5% | -29.2% | +148.7% | +145.5% |
| YTD | +55.2% | -22.7% | +77.9% | +64.4% |
| 1Y | +58.6% | -30.1% | +88.7% | +78.0% |
| 3Y | +21.3% | +45.6% | -24.4% | -7.8% |
| All | +21.3% | +44.7% | -23.4% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling