+149.7%
XBI vs DKS
+206.3%
-56.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | -4.6% | -2.0% | -2.6% | -4.2% |
| 30D | -2.0% | -32.7% | +30.7% | +5.2% |
| 3M | +17.8% | -38.8% | +56.6% | +28.9% |
| 6M | +23.7% | -29.4% | +53.2% | +30.6% |
| YTD | +28.2% | -30.3% | +58.5% | +35.3% |
| 1Y | +64.0% | -39.6% | +103.6% | +78.2% |
| 3Y | +99.4% | +32.2% | +67.2% | +73.2% |
| 5Y | +19.3% | +15.1% | +4.2% | +2.2% |
| All | +149.7% | +206.3% | -56.6% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling