+1,384.4%
EWZ vs DKS
+6,856.2%
-5,471.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +1.3% | +9.4% | -8.1% | -1.2% |
| 30D | -26.2% | +9.8% | -35.9% | -28.2% |
| 3M | -8.6% | -29.3% | +20.6% | -2.2% |
| 6M | -17.0% | -32.6% | +15.5% | -10.6% |
| YTD | +2.2% | -22.6% | +24.7% | +5.4% |
| 1Y | +2.7% | -29.8% | +32.5% | +8.6% |
| 3Y | +18.2% | +43.2% | -25.0% | -4.1% |
| 5Y | +56.0% | +29.8% | +26.2% | +20.6% |
| 10Y | +60.8% | +236.7% | -175.9% | -22.6% |
| All | +1,384.4% | +6,856.2% | -5,471.8% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling