+987.0%
DKS vs XHB
+173.9%
+813.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | +3.0% | -1.3% | +4.3% | +4.0% |
| 30D | -30.5% | -6.9% | -23.7% | -26.8% |
| 3M | -35.7% | -1.3% | -34.4% | -35.5% |
| 6M | -29.7% | -6.8% | -22.9% | -26.8% |
| YTD | -28.9% | +0.7% | -29.6% | -30.4% |
| 1Y | -35.9% | -11.2% | -24.6% | -31.1% |
| 3Y | +28.2% | +25.3% | +2.8% | +5.2% |
| 5Y | +11.8% | +37.3% | -25.5% | -13.9% |
| 10Y | +211.6% | +211.5% | +0.1% | +37.9% |
| All | +987.0% | +173.9% | +813.1% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling