-29.8%
DKS vs XME
+5.2%
-35.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +7.9% |
| 7D | +8.4% | -5.5% | +13.9% | +9.5% |
| 30D | +7.7% | -11.1% | +18.8% | +10.1% |
| 3M | -25.8% | -11.1% | -14.6% | -24.6% |
| 6M | -31.0% | -18.0% | -13.0% | -29.1% |
| YTD | -23.8% | -7.4% | -16.4% | -28.2% |
| 1Y | -29.8% | +6.7% | -36.5% | -39.4% |
| All | -29.8% | +5.2% | -35.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling