+123.0%
XRT vs DKS
+206.3%
-83.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.5% |
| 30D | -4.5% | -32.7% | +28.2% | +7.4% |
| 3M | -3.1% | -38.8% | +35.7% | +12.6% |
| 6M | +4.2% | -29.4% | +33.7% | +14.1% |
| YTD | -0.1% | -30.3% | +30.2% | +9.5% |
| 1Y | -3.0% | -39.6% | +36.6% | +11.7% |
| 3Y | +41.8% | +32.2% | +9.6% | +15.7% |
| 5Y | -1.3% | +15.1% | -16.4% | -19.5% |
| All | +123.0% | +206.3% | -83.4% | +12.8% |
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