-31.5%
XYL vs DKS
-29.5%
-2.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.7% | -2.7% | +3.5% |
| 7D | +14.5% | +8.4% | +6.1% | +12.8% |
| 30D | -1.3% | +7.7% | -9.0% | -2.6% |
| 3M | -17.0% | -25.8% | +8.8% | -13.0% |
| 6M | -11.3% | -31.0% | +19.7% | -5.8% |
| YTD | -25.0% | -23.8% | -1.2% | -22.1% |
| 1Y | -31.5% | -29.8% | -1.7% | -28.4% |
| All | -31.5% | -29.5% | -2.1% | -28.4% |
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 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