+104.2%
UAL vs DKS
+197.0%
-92.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -1.1% | -2.9% | +1.8% | 0.0% |
| 30D | -13.4% | -37.7% | +24.3% | +1.7% |
| 3M | -2.3% | -38.9% | +36.6% | +15.4% |
| 6M | +13.3% | -31.1% | +44.4% | +26.4% |
| YTD | -4.2% | -31.8% | +27.6% | +7.2% |
| 1Y | +1.4% | -38.0% | +39.4% | +17.6% |
| 3Y | +125.8% | +28.6% | +97.2% | +85.4% |
| 5Y | +130.0% | +12.5% | +117.4% | +85.6% |
| 10Y | +104.2% | +198.3% | -94.1% | -17.5% |
| All | +104.2% | +197.0% | -92.8% | -17.5% |
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