+17.3%
DKS vs URA
+25.3%
-8.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.2% |
| 7D | -2.1% | -4.1% | +2.0% | -1.2% |
| 30D | +7.3% | -19.0% | +26.4% | +12.2% |
| 3M | -28.4% | -25.1% | -3.3% | -24.6% |
| 6M | -36.9% | -44.5% | +7.6% | -28.7% |
| YTD | -27.3% | -24.3% | -3.0% | -25.7% |
| 1Y | -33.2% | -28.1% | -5.1% | -31.0% |
| 3Y | +32.2% | +40.7% | -8.5% | +4.7% |
| All | +17.3% | +25.3% | -8.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling