+59.7%
XOM vs DKS
+27.3%
+32.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | -4.7% | +6.6% | +2.2% |
| 30D | +4.1% | -35.1% | +39.1% | +6.7% |
| 3M | +10.4% | -37.7% | +48.1% | +13.4% |
| 6M | +13.0% | -30.7% | +43.8% | +14.3% |
| YTD | +40.1% | -31.9% | +72.0% | +41.7% |
| 1Y | +51.1% | -40.0% | +91.1% | +54.8% |
| All | +59.7% | +27.3% | +32.4% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling