+30.3%
EMB vs DKS
+27.5%
+2.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.1% |
| 30D | -0.3% | -37.7% | +37.4% | +1.8% |
| 3M | -0.3% | -38.9% | +38.6% | +1.9% |
| 6M | +0.7% | -31.1% | +31.8% | +2.1% |
| YTD | +1.3% | -31.8% | +33.1% | +2.6% |
| 1Y | +4.7% | -38.0% | +42.7% | +6.6% |
| All | +30.3% | +27.5% | +2.7% | +20.9% |
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 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