+557.5%
DKS vs URA
-31.1%
+588.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | -30.5% | +7.4% | -37.9% | -32.6% |
| 3M | -35.7% | -8.4% | -27.3% | -35.0% |
| 6M | -29.7% | -12.7% | -17.0% | -28.6% |
| YTD | -28.9% | +7.8% | -36.6% | -33.3% |
| 1Y | -35.9% | +19.5% | -55.3% | -42.7% |
| 3Y | +28.2% | +116.4% | -88.3% | -10.5% |
| 5Y | +11.8% | +134.3% | -122.5% | -27.9% |
| 10Y | +211.6% | +359.3% | -147.6% | +47.7% |
| All | +557.5% | -31.1% | +588.6% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling