+280.4%
EMR vs DKS
+226.4%
+53.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.6% |
| 7D | +2.8% | +6.3% | -3.5% | +1.3% |
| 30D | +3.7% | +9.3% | -5.6% | +1.3% |
| 3M | +2.0% | -25.3% | +27.3% | +7.3% |
| 6M | +22.1% | -29.2% | +51.3% | +29.6% |
| YTD | +27.2% | -22.7% | +50.0% | +32.1% |
| 1Y | +32.0% | -30.1% | +62.1% | +40.3% |
| 3Y | +103.3% | +45.6% | +57.6% | +77.3% |
| 5Y | +88.2% | +28.5% | +59.8% | +61.0% |
| All | +280.4% | +226.4% | +53.9% | +102.7% |
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