+84.9%
EWT vs DKS
-39.2%
+124.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | -1.1% | -3.0% | +1.8% | -0.9% |
| 30D | +4.5% | -33.4% | +37.8% | +8.8% |
| 3M | +8.3% | -39.4% | +47.6% | +14.6% |
| 6M | +54.2% | -30.1% | +84.3% | +56.6% |
| YTD | +74.6% | -31.0% | +105.5% | +77.2% |
| 1Y | +84.9% | -40.2% | +125.1% | +93.1% |
| All | +84.9% | -39.2% | +124.1% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling