+179.2%
XLE vs DKS
+226.4%
-47.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | +5.4% | +6.3% | -0.9% | +4.2% |
| 30D | -3.9% | +9.3% | -13.2% | -5.8% |
| 3M | +7.0% | -25.3% | +32.3% | +11.2% |
| 6M | +14.2% | -29.2% | +43.4% | +19.3% |
| YTD | +48.2% | -22.7% | +70.9% | +51.1% |
| 1Y | +47.7% | -30.1% | +77.8% | +53.6% |
| 3Y | +70.0% | +45.6% | +24.4% | +45.4% |
| 5Y | +169.1% | +28.5% | +140.7% | +125.5% |
| All | +179.2% | +226.4% | -47.3% | +39.3% |
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