+22.2%
XLP vs DKS
-31.4%
+53.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.5% |
| 7D | +0.1% | +3.8% | -3.8% | -0.3% |
| 30D | +8.9% | +8.1% | +0.9% | +8.3% |
| 3M | +7.5% | -28.6% | +36.1% | +9.2% |
| 6M | +9.4% | -33.6% | +43.0% | +11.6% |
| YTD | +19.3% | -23.8% | +43.0% | +20.6% |
| All | +22.2% | -31.4% | +53.6% | +24.2% |
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 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