+233.4%
EQX vs DKS
+442.7%
-209.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.0% |
| 7D | -7.0% | -4.7% | -2.3% | -6.5% |
| 30D | +4.8% | -35.1% | +39.9% | +9.1% |
| 3M | +25.6% | -37.7% | +63.4% | +31.3% |
| 6M | -25.8% | -30.7% | +4.9% | -23.4% |
| YTD | -12.7% | -31.9% | +19.2% | -9.8% |
| 1Y | +14.1% | -40.0% | +54.1% | +19.3% |
| 3Y | +165.7% | +28.4% | +137.3% | +150.9% |
| 5Y | +81.2% | +12.4% | +68.8% | +68.3% |
| All | +233.4% | +442.7% | -209.4% | +170.8% |
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