+225.7%
XLE vs DKS
+9.4%
+216.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.6% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +12.6% | -36.6% | +49.3% | +17.7% |
| 3M | +11.8% | -37.6% | +49.5% | +16.8% |
| 6M | +16.1% | -32.1% | +48.1% | +19.4% |
| YTD | +46.9% | -32.3% | +79.2% | +50.9% |
| 1Y | +53.3% | -39.5% | +92.7% | +59.6% |
| 3Y | +54.9% | +27.7% | +27.3% | +44.5% |
| 5Y | +225.7% | +15.0% | +210.7% | +205.6% |
| All | +225.7% | +9.4% | +216.3% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling