-35.9%
DKS vs XHB
-9.3%
-26.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | +3.0% | -1.3% | +4.3% | +3.7% |
| 30D | -30.5% | -6.9% | -23.7% | -27.8% |
| 3M | -35.7% | -1.3% | -34.4% | -35.6% |
| 6M | -29.7% | -6.8% | -22.9% | -27.3% |
| YTD | -28.9% | +0.7% | -29.6% | -31.1% |
| 1Y | -35.9% | -11.2% | -24.6% | -30.7% |
| All | -35.9% | -9.3% | -26.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling