-15.7%
DKS vs UMAC
+488.3%
-503.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | -4.7% | -4.0% | -0.7% | -4.7% |
| 30D | -35.1% | -9.4% | -25.7% | -35.0% |
| 3M | -37.7% | +3.0% | -40.7% | -38.1% |
| 6M | -30.7% | +27.2% | -57.9% | -32.4% |
| YTD | -31.9% | +84.7% | -116.6% | -34.5% |
| 1Y | -40.0% | +136.5% | -176.5% | -43.0% |
| All | -15.7% | +488.3% | -503.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling