+238.8%
EME vs DKS
+27.3%
+211.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.9% | -4.7% | +5.7% | +2.0% |
| 30D | -8.4% | -35.1% | +26.7% | +0.1% |
| 3M | -3.6% | -37.7% | +34.1% | +5.9% |
| 6M | +3.6% | -30.7% | +34.3% | +10.0% |
| YTD | +22.5% | -31.9% | +54.4% | +30.5% |
| 1Y | +18.2% | -40.0% | +58.2% | +29.9% |
| All | +238.8% | +27.3% | +211.5% | +228.1% |
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 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