+238.8%
EQX vs DKS
+455.6%
-216.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.4% |
| 7D | -3.2% | -2.0% | -1.2% | -3.0% |
| 30D | +7.8% | -32.7% | +40.5% | +11.7% |
| 3M | +21.3% | -38.8% | +60.1% | +27.1% |
| 6M | -22.4% | -29.4% | +7.0% | -20.0% |
| YTD | -11.3% | -30.3% | +19.0% | -8.6% |
| 1Y | +13.5% | -39.6% | +53.1% | +18.6% |
| 3Y | +162.1% | +32.2% | +130.0% | +146.7% |
| 5Y | +84.2% | +15.1% | +69.1% | +70.6% |
| All | +238.8% | +455.6% | -216.8% | +174.5% |
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