+100.2%
UAL vs DKS
+244.9%
-144.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +4.8% |
| 7D | +10.2% | +3.8% | +6.4% | +8.7% |
| 30D | +12.0% | +8.1% | +3.9% | +8.4% |
| 3M | -7.1% | -28.6% | +21.5% | +2.7% |
| 6M | +20.9% | -33.6% | +54.5% | +37.1% |
| YTD | +7.7% | -23.8% | +31.4% | +14.7% |
| 1Y | +23.6% | -30.7% | +54.3% | +37.1% |
| 3Y | +222.6% | +41.5% | +181.0% | +153.8% |
| 5Y | +127.9% | +23.0% | +104.9% | +77.6% |
| 10Y | +100.2% | +236.0% | -135.8% | -23.8% |
| All | +100.2% | +244.9% | -144.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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