+1,372.1%
ETR vs DKS
+6,842.3%
-5,470.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | +1.2% | +6.3% | -5.1% | +0.4% |
| 30D | +7.0% | +9.3% | -2.3% | +5.8% |
| 3M | +4.6% | -25.3% | +29.9% | +7.1% |
| 6M | +0.1% | -29.2% | +29.3% | +3.0% |
| YTD | +23.2% | -22.7% | +45.9% | +25.1% |
| 1Y | +20.6% | -30.1% | +50.7% | +23.8% |
| 3Y | +156.3% | +45.6% | +110.6% | +134.6% |
| 5Y | +159.6% | +28.5% | +131.2% | +134.8% |
| 10Y | +377.1% | +235.2% | +141.9% | +249.5% |
| All | +1,372.1% | +6,842.3% | -5,470.1% | +652.7% |
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