+266.6%
EW vs DKS
+217.6%
+48.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | +4.9% | +3.3% | +1.7% | +4.4% |
| 30D | +24.1% | +5.9% | +18.2% | +22.8% |
| 3M | +13.7% | -27.4% | +41.1% | +18.1% |
| 6M | +32.7% | -32.6% | +65.3% | +39.1% |
| YTD | +24.1% | -24.8% | +48.9% | +27.4% |
| 1Y | +23.6% | -32.8% | +56.5% | +29.2% |
| 3Y | +64.8% | +39.1% | +25.7% | +47.3% |
| 5Y | -8.8% | +25.0% | -33.8% | -20.2% |
| All | +266.6% | +217.6% | +48.9% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling