+448.5%
XYL vs DKS
+413.2%
+35.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.8% | +4.0% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | -9.2% | -36.6% | +27.4% | -1.2% |
| 3M | -0.3% | -37.6% | +37.3% | +8.8% |
| 6M | -11.0% | -32.1% | +21.1% | -5.0% |
| YTD | -19.2% | -32.3% | +13.1% | -13.8% |
| 1Y | -21.2% | -39.5% | +18.3% | -14.2% |
| 3Y | +18.6% | +27.7% | -9.1% | +6.1% |
| 5Y | -14.3% | +15.0% | -29.3% | -25.0% |
| 10Y | +141.0% | +192.6% | -51.6% | +55.8% |
| All | +448.5% | +413.2% | +35.3% | +189.9% |
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