+1,006.8%
XLE vs DKS
+6,292.4%
-5,285.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | +3.0% | -0.8% | +1.5% |
| 30D | +11.8% | -30.5% | +42.3% | +19.3% |
| 3M | +9.8% | -35.7% | +45.5% | +18.8% |
| 6M | +15.6% | -29.7% | +45.3% | +21.7% |
| YTD | +45.3% | -28.9% | +74.1% | +52.2% |
| 1Y | +48.3% | -35.9% | +84.2% | +58.5% |
| 3Y | +55.4% | +28.2% | +27.3% | +35.8% |
| 5Y | +216.1% | +11.8% | +204.3% | +170.0% |
| 10Y | +178.4% | +211.6% | -33.2% | +62.9% |
| All | +1,006.8% | +6,292.4% | -5,285.6% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling