+131.7%
EMB vs DKS
+557.5%
-425.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | -0.3% | -30.5% | +30.2% | +1.3% |
| 3M | -0.4% | -35.7% | +35.3% | +1.6% |
| 6M | +0.1% | -29.7% | +29.8% | +1.5% |
| YTD | +1.6% | -28.9% | +30.4% | +2.9% |
| 1Y | +5.6% | -35.9% | +41.5% | +7.5% |
| 3Y | +29.8% | +28.2% | +1.7% | +25.9% |
| 5Y | +7.3% | +11.8% | -4.5% | +3.4% |
| 10Y | +30.4% | +211.6% | -181.2% | +14.9% |
| All | +131.7% | +557.5% | -425.8% | +87.2% |
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