+121.4%
ETR vs DKS
+14.7%
+106.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.7% |
| 30D | -1.8% | -32.7% | +31.0% | 0.0% |
| 3M | -3.6% | -38.8% | +35.2% | -1.4% |
| 6M | +2.6% | -29.4% | +32.1% | +4.0% |
| YTD | +16.0% | -30.3% | +46.3% | +17.6% |
| 1Y | +20.1% | -39.6% | +59.7% | +22.6% |
| 3Y | +143.6% | +32.2% | +111.4% | +133.6% |
| All | +121.4% | +14.7% | +106.6% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling