+148.7%
XLK vs DKS
+13.6%
+135.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +0.2% | -3.0% | +3.2% | +0.8% |
| 30D | -0.6% | -33.4% | +32.7% | +7.3% |
| 3M | +2.6% | -39.4% | +41.9% | +12.9% |
| 6M | +34.0% | -30.1% | +64.1% | +41.5% |
| YTD | +30.7% | -31.0% | +61.6% | +38.2% |
| 1Y | +39.2% | -40.2% | +79.4% | +52.2% |
| 3Y | +120.4% | +30.9% | +89.5% | +90.6% |
| All | +148.7% | +13.6% | +135.1% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling