+192.6%
DKS vs URA
+361.2%
-168.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.0% |
| 7D | -4.7% | -1.5% | -3.2% | -4.4% |
| 30D | -35.1% | -0.4% | -34.7% | -35.7% |
| 3M | -37.7% | +6.3% | -44.0% | -39.9% |
| 6M | -30.7% | -14.0% | -16.8% | -29.3% |
| YTD | -31.9% | +5.3% | -37.2% | -36.0% |
| 1Y | -40.0% | +11.7% | -51.7% | -45.6% |
| 3Y | +28.4% | +109.8% | -81.4% | -12.3% |
| 5Y | +12.4% | +108.0% | -95.5% | -27.5% |
| All | +192.6% | +361.2% | -168.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling