+164.3%
EWY vs DKS
-32.3%
+196.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +4.8% | +3.0% | +1.8% | +4.6% |
| 30D | +11.7% | -30.5% | +42.2% | +15.4% |
| 3M | -7.4% | -35.7% | +28.3% | -2.9% |
| 6M | +40.6% | -29.7% | +70.2% | +43.6% |
| YTD | +94.3% | -28.9% | +123.1% | +97.6% |
| 1Y | +164.3% | -35.9% | +200.2% | +173.9% |
| All | +164.3% | -32.3% | +196.6% | +173.9% |
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