+1,407.7%
EWY vs DKS
+6,026.4%
-4,618.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +6.7% | -2.9% | +9.6% | +7.4% |
| 30D | +17.0% | -37.7% | +54.7% | +28.5% |
| 3M | +3.7% | -38.9% | +42.6% | +14.0% |
| 6M | +42.5% | -31.1% | +73.6% | +51.8% |
| YTD | +96.2% | -31.8% | +128.1% | +109.2% |
| 1Y | +160.4% | -38.0% | +198.4% | +183.0% |
| 3Y | +231.7% | +28.6% | +203.1% | +187.6% |
| 5Y | +153.3% | +12.5% | +140.7% | +114.5% |
| 10Y | +308.8% | +198.3% | +110.5% | +130.9% |
| All | +1,407.7% | +6,026.4% | -4,618.8% | +290.3% |
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