+5,598.2%
DKS vs UDR
+632.7%
+4,965.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.7% |
| 7D | -2.9% | -3.3% | +0.4% | -1.3% |
| 30D | -37.7% | -5.6% | -32.1% | -35.9% |
| 3M | -38.9% | -9.4% | -29.5% | -35.9% |
| 6M | -31.1% | -3.0% | -28.1% | -30.3% |
| YTD | -31.8% | -0.4% | -31.4% | -32.0% |
| 1Y | -38.0% | -5.1% | -32.9% | -36.9% |
| 3Y | +28.6% | +4.2% | +24.4% | +23.6% |
| 5Y | +12.5% | -19.5% | +32.1% | +20.7% |
| 10Y | +198.3% | +47.9% | +150.4% | +129.8% |
| All | +5,598.2% | +632.7% | +4,965.5% | +1,691.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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