+1,113.8%
XLU vs DKS
+6,016.3%
-4,902.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.2% | -4.7% | +3.6% | -0.7% |
| 30D | -2.5% | -35.1% | +32.5% | +1.5% |
| 3M | -2.7% | -37.7% | +35.0% | +1.6% |
| 6M | -7.5% | -30.7% | +23.3% | -4.6% |
| YTD | +0.9% | -31.9% | +32.9% | +4.1% |
| 1Y | +3.3% | -40.0% | +43.3% | +7.8% |
| 3Y | +47.3% | +28.4% | +18.9% | +37.7% |
| 5Y | +44.4% | +12.4% | +32.0% | +33.4% |
| 10Y | +140.8% | +197.8% | -57.0% | +82.9% |
| All | +1,113.8% | +6,016.3% | -4,902.6% | +542.4% |
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