+141.3%
XLC vs DKS
+366.8%
-225.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.7% | -4.7% | +3.1% | -0.8% |
| 30D | +0.2% | -35.1% | +35.3% | +7.3% |
| 3M | +0.7% | -37.7% | +38.4% | +8.5% |
| 6M | -4.5% | -30.7% | +26.3% | +0.3% |
| YTD | -4.7% | -31.9% | +27.2% | +0.1% |
| 1Y | -1.5% | -40.0% | +38.5% | +5.8% |
| 3Y | +72.2% | +28.4% | +43.8% | +52.5% |
| 5Y | +39.3% | +12.4% | +26.9% | +20.8% |
| All | +141.3% | +366.8% | -225.5% | +37.8% |
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 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