+17.1%
EW vs DKS
+28.7%
-11.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.3% | -2.9% |
| 7D | -4.4% | -0.4% | -4.0% | -4.4% |
| 30D | -3.3% | -36.6% | +33.3% | +1.7% |
| 3M | +1.0% | -37.6% | +38.6% | +6.4% |
| 6M | +6.2% | -32.1% | +38.3% | +10.2% |
| YTD | +1.7% | -32.3% | +34.0% | +5.5% |
| 1Y | +8.1% | -39.5% | +47.6% | +13.6% |
| 3Y | +17.1% | +27.7% | -10.6% | -7.2% |
| All | +17.1% | +28.7% | -11.6% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling