+1,648.0%
EWZ vs DKS
+6,292.4%
-4,644.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | +3.0% | +3.5% | +5.6% |
| 30D | +4.8% | -30.5% | +35.4% | +13.2% |
| 3M | +9.9% | -35.7% | +45.6% | +20.9% |
| 6M | +1.9% | -29.7% | +31.6% | +8.9% |
| YTD | +20.3% | -28.9% | +49.2% | +27.7% |
| 1Y | +35.6% | -35.9% | +71.5% | +47.3% |
| 3Y | +43.4% | +28.2% | +15.3% | +20.5% |
| 5Y | +55.9% | +11.8% | +44.1% | +26.2% |
| 10Y | +84.2% | +211.6% | -127.5% | -9.2% |
| All | +1,648.0% | +6,292.4% | -4,644.4% | +198.3% |
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