+545.0%
DKS vs USHY
+49.7%
+495.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.0% |
| 7D | -4.7% | -0.7% | -4.0% | -3.1% |
| 30D | -35.1% | -0.5% | -34.5% | -34.4% |
| 3M | -37.7% | +0.5% | -38.2% | -38.6% |
| 6M | -30.7% | +1.5% | -32.2% | -33.1% |
| YTD | -31.9% | +1.7% | -33.7% | -34.6% |
| 1Y | -40.0% | +3.5% | -43.6% | -44.5% |
| 3Y | +28.4% | +27.2% | +1.3% | -23.3% |
| 5Y | +12.4% | +21.0% | -8.6% | -22.7% |
| All | +545.0% | +49.7% | +495.3% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling