+906.4%
XOM vs DKS
+6,026.4%
-5,120.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | +3.4% | -37.7% | +41.2% | +10.6% |
| 3M | +11.0% | -38.9% | +49.9% | +18.7% |
| 6M | +10.6% | -31.1% | +41.7% | +15.3% |
| YTD | +39.2% | -31.8% | +71.0% | +45.1% |
| 1Y | +52.7% | -38.0% | +90.8% | +61.3% |
| 3Y | +56.8% | +28.6% | +28.1% | +41.2% |
| 5Y | +261.8% | +12.5% | +249.3% | +220.5% |
| 10Y | +191.3% | +198.3% | -7.0% | +95.5% |
| All | +906.4% | +6,026.4% | -5,120.0% | +365.4% |
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