+347.2%
ELF vs DKS
+224.1%
+123.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | +6.3% | +9.4% | -3.1% | +3.0% |
| 30D | +8.5% | +9.8% | -1.3% | +4.8% |
| 3M | +24.4% | -29.3% | +53.7% | +35.7% |
| 6M | +94.7% | -32.6% | +127.3% | +114.7% |
| YTD | +55.9% | -22.6% | +78.4% | +63.5% |
| 1Y | +48.4% | -29.8% | +78.2% | +61.2% |
| 3Y | +24.6% | +43.2% | -18.6% | +8.0% |
| 5Y | +285.0% | +29.8% | +255.2% | +224.4% |
| 10Y | +357.2% | +236.7% | +120.5% | +141.2% |
| All | +347.2% | +224.1% | +123.1% | +132.9% |
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