+847.0%
XLB vs DKS
+6,292.4%
-5,445.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.4% | +3.0% | -4.4% | -2.1% |
| 30D | -0.4% | -30.5% | +30.2% | +6.8% |
| 3M | +2.0% | -35.7% | +37.7% | +11.3% |
| 6M | +1.8% | -29.7% | +31.5% | +8.3% |
| YTD | +16.6% | -28.9% | +45.4% | +23.4% |
| 1Y | +16.9% | -35.9% | +52.8% | +26.4% |
| 3Y | +32.6% | +28.2% | +4.4% | +16.1% |
| 5Y | +35.6% | +11.8% | +23.8% | +16.6% |
| 10Y | +160.0% | +211.6% | -51.6% | +51.1% |
| All | +847.0% | +6,292.4% | -5,445.4% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling