+6,676.7%
EME vs DKS
+5,981.0%
+695.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +4.1% |
| 7D | +5.2% | -0.4% | +5.6% | +5.2% |
| 30D | -5.4% | -36.6% | +31.3% | +7.2% |
| 3M | -6.1% | -37.6% | +31.5% | +6.3% |
| 6M | +9.7% | -32.1% | +41.7% | +20.1% |
| YTD | +26.6% | -32.3% | +58.9% | +38.5% |
| 1Y | +24.6% | -39.5% | +64.1% | +40.7% |
| 3Y | +249.6% | +27.7% | +221.9% | +194.6% |
| 5Y | +556.6% | +15.0% | +541.5% | +430.6% |
| 10Y | +1,286.6% | +192.6% | +1,094.0% | +589.3% |
| All | +6,676.7% | +5,981.0% | +695.8% | +1,449.8% |
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