+1,247.2%
XLI vs DKS
+6,026.4%
-4,779.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | -6.9% | -37.7% | +30.8% | +2.2% |
| 3M | -1.9% | -38.9% | +37.0% | +8.0% |
| 6M | +1.0% | -31.1% | +32.1% | +7.7% |
| YTD | +11.3% | -31.8% | +43.1% | +18.8% |
| 1Y | +15.8% | -38.0% | +53.9% | +25.8% |
| 3Y | +69.8% | +28.6% | +41.2% | +49.1% |
| 5Y | +80.9% | +12.5% | +68.4% | +55.9% |
| 10Y | +257.2% | +198.3% | +58.9% | +113.4% |
| All | +1,247.2% | +6,026.4% | -4,779.3% | +362.1% |
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