+1,376.5%
EWZ vs DKS
+6,430.5%
-5,053.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -24.5% | +7.3% | -31.9% | -26.2% |
| 3M | -10.7% | -28.4% | +17.7% | -4.9% |
| 6M | -19.1% | -36.9% | +17.8% | -11.2% |
| YTD | +1.6% | -27.3% | +28.9% | +6.7% |
| 1Y | +4.3% | -33.2% | +37.5% | +11.8% |
| 3Y | +19.0% | +32.2% | -13.2% | -1.3% |
| 5Y | +57.7% | +22.3% | +35.4% | +23.8% |
| 10Y | +51.3% | +230.5% | -179.1% | -27.1% |
| All | +1,376.5% | +6,430.5% | -5,053.9% | +149.2% |
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