+32.0%
XEL vs DKS
+13.6%
+18.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -2.8% | -39.4% | +36.6% | -1.5% |
| 6M | -5.4% | -30.1% | +24.7% | -4.6% |
| YTD | +3.8% | -31.0% | +34.7% | +4.7% |
| 1Y | +6.8% | -40.2% | +47.0% | +8.2% |
| 3Y | +45.6% | +30.9% | +14.6% | +41.0% |
| All | +32.0% | +13.6% | +18.4% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling