+29.3%
DKS vs XHB
+24.0%
+5.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.8% |
| 7D | -2.9% | -1.9% | -1.0% | -1.5% |
| 30D | -37.7% | -8.3% | -29.4% | -33.7% |
| 3M | -38.9% | -7.1% | -31.8% | -36.0% |
| 6M | -31.1% | -5.3% | -25.8% | -29.2% |
| YTD | -31.8% | -3.2% | -28.6% | -31.6% |
| 1Y | -38.0% | -13.9% | -24.2% | -31.9% |
| All | +29.3% | +24.0% | +5.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling