+313.8%
ELF vs DKS
+197.8%
+116.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +5.4% | +3.0% | +2.3% | +4.3% |
| 30D | +27.0% | -30.5% | +57.5% | +39.9% |
| 3M | +113.2% | -35.7% | +148.9% | +140.6% |
| 6M | +36.6% | -29.7% | +66.3% | +48.6% |
| YTD | +44.2% | -28.9% | +73.1% | +56.5% |
| 1Y | -18.0% | -35.9% | +17.9% | -7.6% |
| 3Y | -19.9% | +28.2% | -48.1% | -27.9% |
| 5Y | +257.7% | +11.8% | +245.9% | +216.5% |
| All | +313.8% | +197.8% | +116.0% | +122.9% |
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