+1.0%
XLU vs DKS
-29.5%
+30.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.1% |
| 7D | +2.6% | +8.4% | -5.8% | +2.3% |
| 30D | +9.1% | +7.7% | +1.4% | +8.8% |
| 3M | -0.4% | -25.8% | +25.3% | +0.6% |
| 6M | -4.7% | -31.0% | +26.4% | -3.1% |
| YTD | +4.3% | -23.8% | +28.1% | +5.9% |
| 1Y | +1.0% | -29.8% | +30.8% | +2.8% |
| All | +1.0% | -29.5% | +30.5% | +2.8% |
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