+6.8%
XEL vs DKS
-39.2%
+46.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -3.9% | -33.4% | +29.4% | -2.6% |
| 3M | -2.8% | -39.4% | +36.6% | -1.0% |
| 6M | -5.4% | -30.1% | +24.7% | -3.7% |
| YTD | +3.8% | -31.0% | +34.7% | +5.7% |
| 1Y | +6.8% | -40.2% | +47.0% | +10.0% |
| All | +6.8% | -39.2% | +46.0% | +10.0% |
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