+3,719.2%
XLK vs DKS
+6,016.3%
-2,297.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -4.7% | +4.3% | +0.6% |
| 30D | -0.5% | -35.1% | +34.6% | +7.8% |
| 3M | +5.0% | -37.7% | +42.7% | +14.4% |
| 6M | +32.9% | -30.7% | +63.6% | +40.7% |
| YTD | +29.0% | -31.9% | +60.9% | +36.9% |
| 1Y | +37.8% | -40.0% | +77.8% | +50.1% |
| 3Y | +118.7% | +28.4% | +90.3% | +94.8% |
| 5Y | +145.6% | +12.4% | +133.1% | +116.3% |
| 10Y | +791.5% | +197.8% | +593.7% | +463.2% |
| All | +3,719.2% | +6,016.3% | -2,297.1% | +1,211.2% |
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 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