+303.5%
EWY vs DKS
+203.5%
+100.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.0% |
| 7D | -0.1% | -3.0% | +2.9% | +0.4% |
| 30D | +7.3% | -33.4% | +40.7% | +13.2% |
| 3M | -5.1% | -39.4% | +34.2% | +1.3% |
| 6M | +42.1% | -30.1% | +72.2% | +48.0% |
| YTD | +94.1% | -31.0% | +125.1% | +102.4% |
| 1Y | +147.8% | -40.2% | +188.0% | +164.1% |
| 3Y | +222.9% | +30.9% | +192.0% | +194.2% |
| 5Y | +150.6% | +14.0% | +136.6% | +125.0% |
| All | +303.5% | +203.5% | +100.0% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling