+36.4%
EWZ vs DKS
-39.1%
+75.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +2.2% |
| 7D | +5.6% | -0.4% | +6.0% | +5.6% |
| 30D | +9.3% | -36.6% | +45.9% | +12.8% |
| 3M | +15.7% | -37.6% | +53.3% | +19.6% |
| 6M | +7.4% | -32.1% | +39.5% | +9.6% |
| YTD | +22.7% | -32.3% | +55.0% | +25.0% |
| 1Y | +36.4% | -39.5% | +75.9% | +40.1% |
| All | +36.4% | -39.1% | +75.5% | +40.1% |
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