+570.7%
EME vs DKS
+13.6%
+557.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +4.1% |
| 30D | -6.3% | -33.4% | +27.0% | +0.9% |
| 3M | -3.8% | -39.4% | +35.6% | +5.5% |
| 6M | +8.5% | -30.1% | +38.6% | +14.7% |
| YTD | +27.8% | -31.0% | +58.8% | +35.3% |
| 1Y | +22.2% | -40.2% | +62.4% | +33.4% |
| 3Y | +253.5% | +30.9% | +222.5% | +223.9% |
| All | +570.7% | +13.6% | +557.0% | +507.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling