+21.7%
ELV vs DKS
+13.6%
+8.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.4% |
| 7D | +2.8% | -3.0% | +5.7% | +2.9% |
| 30D | +4.9% | -33.4% | +38.3% | +6.8% |
| 3M | +4.9% | -39.4% | +44.3% | +7.3% |
| 6M | +45.1% | -30.1% | +75.2% | +47.0% |
| YTD | +20.7% | -31.0% | +51.6% | +22.4% |
| 1Y | +35.0% | -40.2% | +75.2% | +37.9% |
| 3Y | -2.4% | +30.9% | -33.4% | -8.3% |
| All | +21.7% | +13.6% | +8.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling