+4,255.3%
EW vs DKS
+6,292.4%
-2,037.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.8% |
| 30D | +1.0% | -30.5% | +31.6% | +5.9% |
| 3M | +2.8% | -35.7% | +38.5% | +9.1% |
| 6M | +5.5% | -29.7% | +35.2% | +9.9% |
| YTD | +5.5% | -28.9% | +34.3% | +9.6% |
| 1Y | +11.0% | -35.9% | +46.9% | +16.9% |
| 3Y | +17.7% | +28.2% | -10.5% | +7.5% |
| 5Y | -25.7% | +11.8% | -37.6% | -33.0% |
| 10Y | +132.8% | +211.6% | -78.8% | +61.3% |
| All | +4,255.3% | +6,292.4% | -2,037.2% | +1,695.7% |
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 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