+1.5%
XRT vs DKS
-32.3%
+33.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.8% | +3.0% | -2.2% | +0.2% |
| 30D | -4.2% | -30.5% | +26.3% | +3.0% |
| 3M | +5.1% | -35.7% | +40.8% | +15.5% |
| 6M | +2.4% | -29.7% | +32.1% | +8.5% |
| YTD | +3.2% | -28.9% | +32.1% | +8.6% |
| 1Y | +1.5% | -35.9% | +37.4% | +10.4% |
| All | +1.5% | -32.3% | +33.8% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling