+420.1%
XLF vs DKS
+5,981.0%
-5,560.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | +0.1% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -0.5% | -36.6% | +36.1% | +11.5% |
| 3M | +10.6% | -37.6% | +48.3% | +24.2% |
| 6M | +14.3% | -32.1% | +46.4% | +24.2% |
| YTD | +5.5% | -32.3% | +37.8% | +14.5% |
| 1Y | +9.6% | -39.5% | +49.0% | +22.2% |
| 3Y | +75.2% | +27.7% | +47.5% | +45.3% |
| 5Y | +65.5% | +15.0% | +50.5% | +31.8% |
| 10Y | +246.4% | +192.6% | +53.8% | +68.2% |
| All | +420.1% | +5,981.0% | -5,560.9% | +15.3% |
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 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