+163.9%
XLE vs DKS
+237.0%
-73.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.1% |
| 7D | -6.7% | +9.4% | -16.1% | -8.4% |
| 30D | -4.4% | +9.8% | -14.2% | -6.3% |
| 3M | +4.0% | -29.3% | +33.3% | +9.3% |
| 6M | +13.2% | -32.6% | +45.7% | +19.4% |
| YTD | +41.9% | -22.6% | +64.5% | +44.7% |
| 1Y | +41.6% | -29.8% | +71.5% | +47.1% |
| 3Y | +64.0% | +43.2% | +20.8% | +40.8% |
| 5Y | +158.1% | +29.8% | +128.3% | +115.7% |
| 10Y | +163.9% | +236.7% | -72.7% | +32.7% |
| All | +163.9% | +237.0% | -73.1% | +32.7% |
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