+788.5%
XLK vs DKS
+206.3%
+582.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | +0.2% | -2.0% | +2.2% | +0.6% |
| 30D | -0.6% | -32.7% | +32.1% | +5.9% |
| 3M | +2.6% | -38.8% | +41.3% | +11.1% |
| 6M | +34.0% | -29.4% | +63.4% | +40.4% |
| YTD | +30.7% | -30.3% | +61.0% | +37.1% |
| 1Y | +39.2% | -39.6% | +78.8% | +50.0% |
| 3Y | +120.4% | +32.2% | +88.2% | +98.6% |
| 5Y | +148.8% | +15.1% | +133.7% | +120.9% |
| All | +788.5% | +206.3% | +582.1% | +486.1% |
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 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