-40.2%
DKS vs XME
+34.9%
-75.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -3.0% | -4.2% | +1.2% | -2.1% |
| 30D | -33.4% | -2.7% | -30.7% | -33.3% |
| 3M | -39.4% | -3.9% | -35.4% | -38.9% |
| 6M | -30.1% | -1.0% | -29.1% | -30.9% |
| YTD | -31.0% | +9.8% | -40.8% | -35.6% |
| 1Y | -40.2% | +32.5% | -72.7% | -51.2% |
| All | -40.2% | +34.9% | -75.0% | -51.2% |
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