+113.9%
SOXX vs DKS
-32.3%
+146.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.6% |
| 7D | +2.2% | +3.0% | -0.8% | +1.8% |
| 30D | -2.0% | -30.5% | +28.5% | +3.7% |
| 3M | -13.7% | -35.7% | +22.0% | -7.1% |
| 6M | +52.4% | -29.7% | +82.1% | +57.4% |
| YTD | +72.8% | -28.9% | +101.7% | +77.2% |
| 1Y | +113.9% | -35.9% | +149.8% | +128.5% |
| All | +113.9% | -32.3% | +146.2% | +128.5% |
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