+1,265.5%
ELV vs DKS
+6,026.4%
-4,761.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | -0.2% | -37.7% | +37.5% | +6.7% |
| 3M | -6.1% | -38.9% | +32.8% | +0.6% |
| 6M | +42.8% | -31.1% | +73.9% | +49.3% |
| YTD | +14.4% | -31.8% | +46.2% | +19.6% |
| 1Y | +28.6% | -38.0% | +66.7% | +36.2% |
| 3Y | -7.4% | +28.6% | -36.0% | -17.4% |
| 5Y | +14.5% | +12.5% | +1.9% | +0.3% |
| 10Y | +257.4% | +198.3% | +59.1% | +131.1% |
| All | +1,265.5% | +6,026.4% | -4,761.0% | +513.3% |
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 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