+39.9%
ELV vs DKS
-29.5%
+69.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +4.4% |
| 7D | +4.8% | +8.4% | -3.7% | +4.2% |
| 30D | +10.1% | +7.7% | +2.4% | +9.5% |
| 3M | +15.4% | -25.8% | +41.1% | +16.8% |
| 6M | +17.7% | -31.0% | +48.7% | +19.5% |
| YTD | +25.7% | -23.8% | +49.5% | +26.1% |
| 1Y | +39.9% | -29.8% | +69.7% | +40.6% |
| All | +39.9% | -29.5% | +69.3% | +40.6% |
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