+19.8%
EWZ vs DKS
+33.4%
-13.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -2.1% | +0.6% | -1.3% |
| 30D | -24.5% | +7.3% | -31.9% | -25.0% |
| 3M | -10.7% | -28.4% | +17.7% | -8.6% |
| 6M | -19.1% | -36.9% | +17.8% | -16.2% |
| YTD | +1.6% | -27.3% | +28.9% | +3.5% |
| 1Y | +4.3% | -33.2% | +37.5% | +7.0% |
| All | +19.8% | +33.4% | -13.6% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling