+176.9%
XLE vs DKS
+199.2%
-22.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.5% | -4.7% | +5.2% | +1.4% |
| 30D | +6.6% | -35.1% | +41.6% | +14.3% |
| 3M | +12.3% | -37.7% | +50.0% | +21.0% |
| 6M | +18.4% | -30.7% | +49.1% | +24.0% |
| YTD | +47.2% | -31.9% | +79.2% | +54.5% |
| 1Y | +50.3% | -40.0% | +90.3% | +61.3% |
| 3Y | +55.3% | +28.4% | +26.9% | +36.4% |
| 5Y | +226.0% | +12.4% | +213.5% | +180.6% |
| All | +176.9% | +199.2% | -22.3% | +47.0% |
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