+560.3%
DKS vs USHY
+49.7%
+510.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | -2.0% | -0.7% | -1.4% | -0.5% |
| 30D | -32.7% | -0.7% | -32.1% | -31.8% |
| 3M | -38.8% | +0.1% | -38.8% | -39.0% |
| 6M | -29.4% | +1.8% | -31.2% | -32.3% |
| YTD | -30.3% | +1.8% | -32.1% | -33.1% |
| 1Y | -39.6% | +3.3% | -42.9% | -43.8% |
| 3Y | +32.2% | +27.0% | +5.2% | -20.8% |
| 5Y | +15.1% | +21.0% | -5.9% | -21.0% |
| All | +560.3% | +49.7% | +510.6% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling