-29.5%
DKS vs URA
-26.7%
-2.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.3% | +2.9% | -1.6% | +1.1% |
| 30D | +8.9% | -10.8% | +19.7% | +9.5% |
| 3M | -26.4% | -25.5% | -0.8% | -25.4% |
| 6M | -31.1% | -41.2% | +10.2% | -27.6% |
| YTD | -22.8% | -21.3% | -1.5% | -24.5% |
| 1Y | -29.5% | -25.7% | -3.8% | -30.6% |
| All | -29.5% | -26.7% | -2.8% | -30.6% |
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