+70.3%
XLI vs DKS
+30.4%
+40.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -1.7% | -2.0% | +0.4% | -1.3% |
| 30D | -7.3% | -32.7% | +25.5% | -1.7% |
| 3M | -1.3% | -38.8% | +37.4% | +6.3% |
| 6M | +2.2% | -29.4% | +31.7% | +6.7% |
| YTD | +11.7% | -30.3% | +42.0% | +16.7% |
| 1Y | +14.3% | -39.6% | +53.9% | +22.4% |
| 3Y | +70.3% | +32.2% | +38.2% | +48.2% |
| All | +70.3% | +30.4% | +40.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling