+28.4%
DKS vs URA
+119.4%
-91.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -5.4% |
| 7D | -0.4% | +8.1% | -8.5% | -1.7% |
| 30D | -36.6% | +5.8% | -42.4% | -37.6% |
| 3M | -37.6% | +3.4% | -41.1% | -38.4% |
| 6M | -32.1% | -2.6% | -29.5% | -32.6% |
| YTD | -32.3% | +11.2% | -43.5% | -35.3% |
| 1Y | -39.5% | +19.8% | -59.3% | -43.7% |
| All | +28.4% | +119.4% | -91.0% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling