+44.2%
XLU vs DKS
+14.7%
+29.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.5% |
| 30D | -3.3% | -32.7% | +29.4% | -1.2% |
| 3M | -3.2% | -38.8% | +35.6% | -0.5% |
| 6M | -7.0% | -29.4% | +22.5% | -5.4% |
| YTD | +0.6% | -30.3% | +30.9% | +2.3% |
| 1Y | +2.4% | -39.6% | +42.0% | +5.1% |
| 3Y | +46.3% | +32.2% | +14.1% | +39.8% |
| All | +44.2% | +14.7% | +29.5% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling