+192.9%
XOM vs DKS
+203.5%
-10.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.2% |
| 7D | +4.1% | -3.0% | +7.0% | +4.5% |
| 30D | +4.6% | -33.4% | +38.0% | +10.1% |
| 3M | +14.0% | -39.4% | +53.3% | +21.5% |
| 6M | +11.0% | -30.1% | +41.1% | +14.9% |
| YTD | +40.7% | -31.0% | +71.7% | +45.8% |
| 1Y | +52.3% | -40.2% | +92.5% | +61.2% |
| 3Y | +60.5% | +30.9% | +29.5% | +43.4% |
| 5Y | +266.4% | +14.0% | +252.4% | +222.8% |
| All | +192.9% | +203.5% | -10.6% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling