+1,344.7%
EME vs DKS
+206.3%
+1,138.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.7% |
| 7D | +3.5% | -2.0% | +5.6% | +4.0% |
| 30D | -6.3% | -32.7% | +26.4% | +2.0% |
| 3M | -3.8% | -38.8% | +35.0% | +6.8% |
| 6M | +8.5% | -29.4% | +37.9% | +15.6% |
| YTD | +27.8% | -30.3% | +58.1% | +36.4% |
| 1Y | +22.2% | -39.6% | +61.8% | +35.0% |
| 3Y | +253.5% | +32.2% | +221.3% | +208.5% |
| 5Y | +578.6% | +15.1% | +563.5% | +480.3% |
| All | +1,344.7% | +206.3% | +1,138.3% | +722.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling