+52.5%
SOXX vs DKS
-29.5%
+82.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.7% | -10.8% | -3.6% |
| 7D | -13.7% | +8.4% | -22.1% | -14.2% |
| 30D | -23.6% | +7.7% | -31.3% | -24.2% |
| 3M | -16.9% | -25.8% | +8.9% | -13.6% |
| 6M | -2.4% | -31.0% | +28.6% | +2.5% |
| YTD | +49.8% | -23.8% | +73.6% | +50.8% |
| 1Y | +52.5% | -29.8% | +82.3% | +56.2% |
| All | +52.5% | -29.5% | +82.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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