+1,333.5%
ET vs DKS
+1,061.2%
+272.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.3% |
| 7D | +3.0% | +3.3% | -0.2% | +2.4% |
| 30D | -3.5% | +5.9% | -9.3% | -4.7% |
| 3M | -5.6% | -27.4% | +21.8% | -1.5% |
| 6M | +0.5% | -32.6% | +33.1% | +5.9% |
| YTD | +26.3% | -24.8% | +51.2% | +29.6% |
| 1Y | +25.7% | -32.8% | +58.5% | +31.5% |
| 3Y | +85.1% | +39.1% | +46.0% | +61.9% |
| 5Y | +216.4% | +25.0% | +191.4% | +170.8% |
| 10Y | +160.9% | +226.2% | -65.2% | +65.6% |
| All | +1,333.5% | +1,061.2% | +272.3% | +540.7% |
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