+100.7%
ET vs DKS
+27.5%
+73.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +5.3% | -37.7% | +43.0% | +9.9% |
| 3M | +15.6% | -38.9% | +54.6% | +20.8% |
| 6M | +20.6% | -31.1% | +51.7% | +23.5% |
| YTD | +38.5% | -31.8% | +70.3% | +41.7% |
| 1Y | +35.7% | -38.0% | +73.8% | +40.5% |
| All | +100.7% | +27.5% | +73.1% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling