+4.1%
EWZ vs DKS
-31.4%
+35.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.7% |
| 7D | +1.4% | +3.8% | -2.4% | +1.2% |
| 30D | -25.1% | +8.1% | -33.2% | -25.4% |
| 3M | -7.7% | -28.6% | +20.9% | -5.8% |
| 6M | -15.8% | -33.6% | +17.8% | -13.4% |
| YTD | +3.6% | -23.8% | +27.4% | +5.0% |
| All | +4.1% | -31.4% | +35.6% | +4.9% |
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