+45.6%
DKS vs XHB
+35.8%
+9.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.2% |
| 7D | +6.3% | -0.2% | +6.5% | +6.5% |
| 30D | +9.3% | +9.9% | -0.6% | +2.1% |
| 3M | -25.3% | -6.3% | -19.0% | -21.6% |
| 6M | -29.2% | +3.8% | -33.0% | -31.7% |
| YTD | -22.7% | +0.1% | -22.9% | -24.3% |
| 1Y | -30.1% | -0.8% | -29.3% | -31.1% |
| 3Y | +45.6% | +35.6% | +10.0% | +13.6% |
| All | +45.6% | +35.8% | +9.9% | +13.6% |
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