+173.8%
ET vs DKS
+203.5%
-29.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +0.2% | -3.0% | +3.2% | +0.7% |
| 30D | +2.9% | -33.4% | +36.2% | +9.1% |
| 3M | +16.8% | -39.4% | +56.2% | +25.8% |
| 6M | +18.9% | -30.1% | +49.0% | +24.0% |
| YTD | +37.7% | -31.0% | +68.7% | +43.6% |
| 1Y | +32.4% | -40.2% | +72.6% | +41.5% |
| 3Y | +99.5% | +30.9% | +68.5% | +76.9% |
| 5Y | +244.0% | +14.0% | +229.9% | +199.6% |
| All | +173.8% | +203.5% | -29.7% | +73.2% |
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