+235.0%
DKS vs URA
+277.9%
-43.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +1.3% | +2.9% | -1.6% | +0.4% |
| 30D | +8.9% | -10.8% | +19.7% | +12.1% |
| 3M | -26.4% | -25.5% | -0.8% | -20.9% |
| 6M | -31.1% | -41.2% | +10.2% | -21.0% |
| YTD | -22.8% | -21.3% | -1.5% | -21.3% |
| 1Y | -29.5% | -25.7% | -3.8% | -27.0% |
| 3Y | +42.8% | +43.1% | -0.3% | +10.0% |
| 5Y | +29.2% | +35.6% | -6.4% | -3.1% |
| 10Y | +235.0% | +281.3% | -46.3% | +51.4% |
| All | +235.0% | +277.9% | -43.0% | +51.4% |
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