+41.6%
XLE vs DKS
-30.4%
+72.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.5% |
| 7D | -6.7% | +9.4% | -16.1% | -6.5% |
| 30D | -4.4% | +9.8% | -14.2% | -4.2% |
| 3M | +4.0% | -29.3% | +33.3% | +3.1% |
| 6M | +13.2% | -32.6% | +45.7% | +12.4% |
| YTD | +41.9% | -22.6% | +64.5% | +38.8% |
| 1Y | +41.6% | -29.8% | +71.5% | +40.3% |
| All | +41.6% | -30.4% | +72.0% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling