+65.8%
EMR vs DKS
+15.5%
+50.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | -5.0% | -37.7% | +32.8% | +4.0% |
| 3M | +5.9% | -38.9% | +44.8% | +16.3% |
| 6M | +7.3% | -31.1% | +38.4% | +14.5% |
| YTD | +14.6% | -31.8% | +46.4% | +22.4% |
| 1Y | +15.6% | -38.0% | +53.7% | +25.8% |
| 3Y | +60.2% | +28.6% | +31.6% | +50.2% |
| 5Y | +65.8% | +12.5% | +53.3% | +51.6% |
| All | +65.8% | +15.5% | +50.3% | +51.6% |
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