-65.8%
ETSY vs DKS
+13.6%
-79.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | -4.9% | -3.0% | -1.9% | -3.7% |
| 30D | -8.6% | -33.4% | +24.7% | +5.3% |
| 3M | +4.8% | -39.4% | +44.1% | +25.5% |
| 6M | +38.1% | -30.1% | +68.2% | +53.3% |
| YTD | +31.2% | -31.0% | +62.2% | +45.9% |
| 1Y | +22.1% | -40.2% | +62.3% | +44.2% |
| 3Y | +12.2% | +30.9% | -18.7% | -23.4% |
| All | -65.8% | +13.6% | -79.4% | -79.7% |
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 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