+196.8%
DKS vs XHB
+215.4%
-18.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | 0.0% |
| 7D | -3.0% | -4.6% | +1.7% | +1.3% |
| 30D | -33.4% | -9.1% | -24.2% | -27.3% |
| 3M | -39.4% | -8.6% | -30.8% | -34.8% |
| 6M | -30.1% | -4.0% | -26.1% | -28.8% |
| YTD | -31.0% | -3.9% | -27.0% | -30.3% |
| 1Y | -40.2% | -16.5% | -23.7% | -31.2% |
| 3Y | +30.9% | +22.6% | +8.4% | +0.7% |
| 5Y | +14.0% | +33.9% | -19.9% | -20.8% |
| All | +196.8% | +215.4% | -18.6% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling