+12.4%
DKS vs XME
+167.8%
-155.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.4% |
| 7D | -4.7% | -3.0% | -1.7% | -3.6% |
| 30D | -35.1% | -2.6% | -32.5% | -34.8% |
| 3M | -37.7% | +2.2% | -39.9% | -39.1% |
| 6M | -30.7% | +0.7% | -31.4% | -32.5% |
| YTD | -31.9% | +10.9% | -42.8% | -37.3% |
| 1Y | -40.0% | +35.7% | -75.7% | -50.4% |
| 3Y | +28.4% | +127.1% | -98.7% | -19.8% |
| 5Y | +12.4% | +168.5% | -156.0% | -36.9% |
| All | +12.4% | +167.8% | -155.4% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling