+164.2%
XLB vs DKS
+226.4%
-62.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | +0.5% | +6.3% | -5.8% | -0.7% |
| 30D | +5.2% | +9.3% | -4.1% | +3.2% |
| 3M | +0.3% | -25.3% | +25.6% | +4.4% |
| 6M | +1.2% | -29.2% | +30.4% | +6.2% |
| YTD | +16.6% | -22.7% | +39.4% | +20.0% |
| 1Y | +21.4% | -30.1% | +51.6% | +27.3% |
| 3Y | +43.2% | +45.6% | -2.4% | +25.6% |
| 5Y | +28.0% | +28.5% | -0.4% | +10.4% |
| All | +164.2% | +226.4% | -62.3% | +59.1% |
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