+14.1%
XRT vs DKS
-30.6%
+44.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | +1.7% | +6.3% | -4.6% | +0.4% |
| 30D | +7.5% | +9.3% | -1.8% | +5.5% |
| 3M | +2.2% | -25.3% | +27.5% | +7.6% |
| 6M | +14.7% | -29.2% | +43.8% | +21.6% |
| YTD | +7.5% | -22.7% | +30.2% | +10.8% |
| 1Y | +14.1% | -30.1% | +44.2% | +20.8% |
| All | +14.1% | -30.6% | +44.8% | +20.8% |
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 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