+44.7%
EWZ vs DKS
+27.5%
+17.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.1% | -2.9% | +2.8% | +0.2% |
| 30D | +8.2% | -37.7% | +45.9% | +12.8% |
| 3M | +13.3% | -38.9% | +52.2% | +18.2% |
| 6M | +3.6% | -31.1% | +34.7% | +6.4% |
| YTD | +21.0% | -31.8% | +52.8% | +24.3% |
| 1Y | +34.7% | -38.0% | +72.7% | +39.5% |
| All | +44.7% | +27.5% | +17.2% | +23.9% |
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 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