+24.3%
XLP vs DKS
-29.5%
+53.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +2.7% |
| 7D | +5.9% | +8.4% | -2.6% | +5.2% |
| 30D | +13.5% | +7.7% | +5.8% | +12.8% |
| 3M | +8.4% | -25.8% | +34.2% | +9.9% |
| 6M | +11.5% | -31.0% | +42.6% | +13.5% |
| YTD | +20.6% | -23.8% | +44.4% | +21.9% |
| 1Y | +24.3% | -29.8% | +54.1% | +26.5% |
| All | +24.3% | -29.5% | +53.8% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling