-38.0%
DKS vs URA
+18.3%
-56.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.8% |
| 7D | -2.9% | +5.7% | -8.6% | -3.3% |
| 30D | -37.7% | +5.6% | -43.3% | -38.3% |
| 3M | -38.9% | +6.2% | -45.1% | -39.6% |
| 6M | -31.1% | -8.2% | -22.9% | -30.6% |
| YTD | -31.8% | +9.7% | -41.5% | -33.9% |
| 1Y | -38.0% | +17.0% | -55.0% | -38.9% |
| All | -38.0% | +18.3% | -56.4% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling