-3.3%
XRT vs DKS
+15.5%
-18.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.4% |
| 30D | -6.9% | -37.7% | +30.8% | +8.7% |
| 3M | -0.4% | -38.9% | +38.5% | +16.8% |
| 6M | +2.2% | -31.1% | +33.3% | +13.3% |
| YTD | -0.7% | -31.8% | +31.1% | +10.2% |
| 1Y | -2.0% | -38.0% | +36.0% | +12.5% |
| 3Y | +41.0% | +28.6% | +12.4% | +8.6% |
| 5Y | -3.3% | +12.5% | -15.8% | -27.4% |
| All | -3.3% | +15.5% | -18.8% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling