+1,312.1%
ETR vs DKS
+6,292.4%
-4,980.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +1.4% | +3.0% | -1.6% | +1.1% |
| 30D | +1.0% | -30.5% | +31.5% | +4.4% |
| 3M | -1.3% | -35.7% | +34.4% | +3.0% |
| 6M | +1.9% | -29.7% | +31.6% | +4.9% |
| YTD | +18.2% | -28.9% | +47.0% | +21.3% |
| 1Y | +24.7% | -35.9% | +60.5% | +29.3% |
| 3Y | +150.7% | +28.2% | +122.5% | +133.4% |
| 5Y | +127.0% | +11.8% | +115.2% | +108.8% |
| 10Y | +295.5% | +211.6% | +83.9% | +192.5% |
| All | +1,312.1% | +6,292.4% | -4,980.3% | +630.3% |
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