+92.6%
EWZ vs DKS
+197.0%
-104.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.1% | -2.9% | +2.8% | +0.4% |
| 30D | +8.2% | -37.7% | +45.9% | +15.6% |
| 3M | +13.3% | -38.9% | +52.2% | +21.2% |
| 6M | +3.6% | -31.1% | +34.7% | +8.3% |
| YTD | +21.0% | -31.8% | +52.8% | +26.5% |
| 1Y | +34.7% | -38.0% | +72.7% | +42.6% |
| 3Y | +48.3% | +28.6% | +19.7% | +32.9% |
| 5Y | +60.1% | +12.5% | +47.5% | +40.4% |
| 10Y | +92.6% | +198.3% | -105.8% | +12.9% |
| All | +92.6% | +197.0% | -104.5% | +12.9% |
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 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