+536.2%
XRT vs DKS
+965.7%
-429.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.8% |
| 7D | -0.4% | +3.3% | -3.7% | -1.7% |
| 30D | +7.5% | +5.9% | +1.6% | +4.9% |
| 3M | +2.3% | -27.4% | +29.8% | +12.5% |
| 6M | +12.8% | -32.6% | +45.4% | +27.0% |
| YTD | +7.1% | -24.8% | +31.9% | +14.5% |
| 1Y | +12.3% | -32.8% | +45.1% | +25.5% |
| 3Y | +57.0% | +39.1% | +17.9% | +22.2% |
| 5Y | -4.3% | +25.0% | -29.3% | -26.1% |
| 10Y | +136.7% | +226.2% | -89.5% | +3.8% |
| All | +536.2% | +965.7% | -429.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling