-7.5%
ELV vs DKS
+27.5%
-35.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -2.2% | -2.9% | +0.7% | -2.2% |
| 30D | -0.2% | -37.7% | +37.5% | +0.3% |
| 3M | -6.1% | -38.9% | +32.8% | -5.6% |
| 6M | +42.8% | -31.1% | +73.9% | +43.3% |
| YTD | +14.4% | -31.8% | +46.2% | +14.8% |
| 1Y | +28.6% | -38.0% | +66.7% | +29.1% |
| All | -7.5% | +27.5% | -35.1% | -8.3% |
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