+5,026.0%
EW vs DKS
+6,836.7%
-1,810.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +6.5% | +1.3% | +5.2% | +6.2% |
| 30D | +22.5% | +8.9% | +13.6% | +20.7% |
| 3M | +13.0% | -26.4% | +39.3% | +17.1% |
| 6M | +37.1% | -31.1% | +68.2% | +43.2% |
| YTD | +24.1% | -22.8% | +46.9% | +26.9% |
| 1Y | +24.2% | -29.5% | +53.7% | +28.8% |
| 3Y | +64.8% | +42.8% | +22.0% | +47.5% |
| 5Y | -7.4% | +29.2% | -36.6% | -18.5% |
| 10Y | +248.8% | +235.0% | +13.8% | +138.3% |
| All | +5,026.0% | +6,836.7% | -1,810.7% | +1,980.2% |
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 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