+253.9%
XLI vs DKS
+203.5%
+50.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | -1.7% | -3.0% | +1.3% | -1.1% |
| 30D | -7.3% | -33.4% | +26.1% | -0.8% |
| 3M | -1.3% | -39.4% | +38.0% | +7.4% |
| 6M | +2.2% | -30.1% | +32.3% | +7.7% |
| YTD | +11.7% | -31.0% | +42.7% | +17.8% |
| 1Y | +14.3% | -40.2% | +54.4% | +23.7% |
| 3Y | +70.3% | +30.9% | +39.4% | +51.8% |
| 5Y | +82.3% | +14.0% | +68.3% | +60.0% |
| All | +253.9% | +203.5% | +50.4% | +115.8% |
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