+1,594.5%
EWT vs DKS
+5,981.0%
-4,386.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.4% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | +8.2% | -36.6% | +44.8% | +16.9% |
| 3M | +11.1% | -37.6% | +48.7% | +20.0% |
| 6M | +60.4% | -32.1% | +92.5% | +69.9% |
| YTD | +75.6% | -32.3% | +107.9% | +85.7% |
| 1Y | +91.3% | -39.5% | +130.8% | +106.6% |
| 3Y | +200.3% | +27.7% | +172.6% | +169.2% |
| 5Y | +156.4% | +15.0% | +141.4% | +124.3% |
| 10Y | +495.8% | +192.6% | +303.2% | +279.9% |
| All | +1,594.5% | +5,981.0% | -4,386.5% | +372.0% |
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