+1,458.7%
ET vs DKS
+998.9%
+459.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.3% |
| 30D | +7.5% | -30.5% | +38.0% | +13.5% |
| 3M | +11.4% | -35.7% | +47.1% | +19.2% |
| 6M | +18.5% | -29.7% | +48.2% | +24.0% |
| YTD | +37.4% | -28.9% | +66.2% | +43.0% |
| 1Y | +30.9% | -35.9% | +66.8% | +38.6% |
| 3Y | +98.7% | +28.2% | +70.6% | +77.1% |
| 5Y | +230.7% | +11.8% | +218.9% | +190.0% |
| 10Y | +175.6% | +211.6% | -36.0% | +77.2% |
| All | +1,458.7% | +998.9% | +459.8% | +607.3% |
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