+133.2%
XRT vs DKS
+226.4%
-93.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | +1.7% | +6.3% | -4.6% | -0.5% |
| 30D | +7.5% | +9.3% | -1.8% | +4.0% |
| 3M | +2.2% | -25.3% | +27.5% | +10.2% |
| 6M | +14.7% | -29.2% | +43.8% | +25.3% |
| YTD | +7.5% | -22.7% | +30.2% | +13.2% |
| 1Y | +14.1% | -30.1% | +44.2% | +24.5% |
| 3Y | +58.8% | +45.6% | +13.1% | +24.8% |
| 5Y | -3.9% | +28.5% | -32.4% | -24.9% |
| All | +133.2% | +226.4% | -93.2% | +13.3% |
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