-1.7%
XRT vs DKS
+29.6%
-31.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.9% |
| 30D | +9.8% | +8.9% | +0.9% | +6.2% |
| 3M | +3.3% | -26.4% | +29.6% | +12.6% |
| 6M | +13.6% | -31.1% | +44.7% | +26.3% |
| YTD | +9.1% | -22.8% | +31.9% | +15.0% |
| 1Y | +15.1% | -29.5% | +44.6% | +25.7% |
| 3Y | +59.9% | +42.8% | +17.1% | +18.4% |
| 5Y | -1.7% | +29.2% | -30.9% | -33.8% |
| All | -1.7% | +29.6% | -31.3% | -33.8% |
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 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