+16.6%
DKS vs XHB
+33.0%
-16.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.1% |
| 7D | -2.0% | -4.6% | +2.6% | +1.8% |
| 30D | -32.7% | -9.1% | -23.6% | -27.3% |
| 3M | -38.8% | -8.6% | -30.2% | -34.6% |
| 6M | -29.4% | -4.0% | -25.4% | -28.2% |
| YTD | -30.3% | -3.9% | -26.4% | -29.6% |
| 1Y | -39.6% | -16.5% | -23.1% | -31.2% |
| 3Y | +32.2% | +22.6% | +9.6% | +3.9% |
| All | +16.6% | +33.0% | -16.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling