+147.8%
XEL vs DKS
+203.5%
-55.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | -3.9% | -33.4% | +29.4% | -1.9% |
| 3M | -2.8% | -39.4% | +36.6% | -0.2% |
| 6M | -5.4% | -30.1% | +24.7% | -3.8% |
| YTD | +3.8% | -31.0% | +34.7% | +5.5% |
| 1Y | +6.8% | -40.2% | +47.0% | +9.5% |
| 3Y | +45.6% | +30.9% | +14.6% | +38.8% |
| 5Y | +30.7% | +14.0% | +16.7% | +23.8% |
| All | +147.8% | +203.5% | -55.6% | +92.5% |
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 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