-14.5%
DKS vs UMAC
+473.8%
-488.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | -3.0% | -3.4% | +0.4% | -2.9% |
| 30D | -33.4% | -15.1% | -18.3% | -33.1% |
| 3M | -39.4% | -10.8% | -28.6% | -39.4% |
| 6M | -30.1% | +15.7% | -45.8% | -31.5% |
| YTD | -31.0% | +80.1% | -111.1% | -33.5% |
| 1Y | -40.2% | +116.7% | -156.9% | -43.0% |
| All | -14.5% | +473.8% | -488.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling