+255.6%
XOM vs DKS
+12.1%
+243.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +10.4% | -37.7% | +48.1% | +14.0% |
| 6M | +13.0% | -30.7% | +43.8% | +15.1% |
| YTD | +40.1% | -31.9% | +72.0% | +42.7% |
| 1Y | +51.1% | -40.0% | +91.1% | +55.7% |
| 3Y | +57.7% | +28.4% | +29.3% | +48.1% |
| All | +255.6% | +12.1% | +243.5% | +240.7% |
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