+12.4%
DKS vs XPO
+257.8%
-245.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | -35.1% | -10.4% | -24.7% | -32.5% |
| 3M | -37.7% | -15.7% | -22.0% | -34.0% |
| 6M | -30.7% | -6.3% | -24.4% | -29.9% |
| YTD | -31.9% | +34.2% | -66.1% | -40.8% |
| 1Y | -40.0% | +39.9% | -80.0% | -49.1% |
| 3Y | +28.4% | +155.2% | -126.8% | -18.6% |
| 5Y | +12.4% | +264.7% | -252.3% | -48.2% |
| All | +12.4% | +257.8% | -245.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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