+26.4%
ET vs DKS
-29.5%
+55.9%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -3.2% |
| 7D | -6.0% | +8.4% | -14.5% | -5.8% |
| 30D | -6.1% | +7.7% | -13.8% | -5.8% |
| 3M | -2.7% | -25.8% | +23.1% | -3.2% |
| 6M | +0.2% | -31.0% | +31.2% | -0.4% |
| YTD | +24.3% | -23.8% | +48.1% | +23.7% |
| 1Y | +26.4% | -29.8% | +56.2% | +25.9% |
| All | +26.4% | -29.5% | +55.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling