+28.4%
XLY vs DKS
+14.7%
+13.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | -4.2% | -32.7% | +28.6% | +4.5% |
| 3M | -2.7% | -38.8% | +36.1% | +8.7% |
| 6M | -0.6% | -29.4% | +28.8% | +6.0% |
| YTD | -5.0% | -30.3% | +25.3% | +1.4% |
| 1Y | -4.1% | -39.6% | +35.5% | +6.3% |
| 3Y | +33.6% | +32.2% | +1.4% | +12.1% |
| All | +28.4% | +14.7% | +13.7% | -0.7% |
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