+1,136.6%
EMR vs DKS
+6,292.4%
-5,155.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -1.5% | +3.0% | -4.5% | -2.3% |
| 30D | -5.6% | -30.5% | +24.9% | +2.0% |
| 3M | +7.9% | -35.7% | +43.6% | +18.9% |
| 6M | +6.0% | -29.7% | +35.7% | +13.8% |
| YTD | +16.4% | -28.9% | +45.3% | +24.5% |
| 1Y | +16.6% | -35.9% | +52.5% | +27.7% |
| 3Y | +62.9% | +28.2% | +34.7% | +43.8% |
| 5Y | +60.1% | +11.8% | +48.3% | +38.1% |
| 10Y | +268.8% | +211.6% | +57.1% | +109.0% |
| All | +1,136.6% | +6,292.4% | -5,155.9% | +324.3% |
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 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