+179.3%
EXE vs DKS
+99.7%
+79.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +6.4% | -36.6% | +43.0% | +11.3% |
| 3M | +9.2% | -37.6% | +46.9% | +14.3% |
| 6M | -7.0% | -32.1% | +25.1% | -4.1% |
| YTD | -9.5% | -32.3% | +22.9% | -6.8% |
| 1Y | +6.2% | -39.5% | +45.7% | +10.8% |
| 3Y | +20.7% | +27.7% | -6.9% | +8.4% |
| 5Y | +103.6% | +15.0% | +88.6% | +79.7% |
| All | +179.3% | +99.7% | +79.5% | +112.6% |
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