+1,163.8%
XLY vs DKS
+6,103.2%
-4,939.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | -4.2% | -33.4% | +29.2% | +5.0% |
| 3M | -2.7% | -39.4% | +36.7% | +9.1% |
| 6M | -0.6% | -30.1% | +29.5% | +6.6% |
| YTD | -5.0% | -31.0% | +25.9% | +2.0% |
| 1Y | -4.1% | -40.2% | +36.1% | +6.7% |
| 3Y | +33.6% | +30.9% | +2.7% | +15.0% |
| 5Y | +28.7% | +14.0% | +14.7% | +9.8% |
| 10Y | +219.6% | +202.1% | +17.5% | +81.2% |
| All | +1,163.8% | +6,103.2% | -4,939.4% | +271.3% |
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