+649.3%
XLP vs DKS
+6,292.4%
-5,643.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | +3.0% | -4.0% | -1.4% |
| 30D | -0.9% | -30.5% | +29.7% | +2.5% |
| 3M | +3.8% | -35.7% | +39.5% | +8.3% |
| 6M | -1.7% | -29.7% | +28.0% | +1.2% |
| YTD | +10.3% | -28.9% | +39.1% | +13.3% |
| 1Y | +7.8% | -35.9% | +43.7% | +11.8% |
| 3Y | +27.2% | +28.2% | -1.0% | +18.7% |
| 5Y | +32.5% | +11.8% | +20.7% | +22.4% |
| 10Y | +101.8% | +211.6% | -109.8% | +53.3% |
| All | +649.3% | +6,292.4% | -5,643.1% | +344.3% |
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