+280.3%
UAL vs DKS
+1,087.8%
-807.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.7% |
| 7D | +12.5% | +9.4% | +3.0% | +7.5% |
| 30D | +12.2% | +9.8% | +2.4% | +6.7% |
| 3M | -2.6% | -29.3% | +26.7% | +10.4% |
| 6M | +21.1% | -32.6% | +53.6% | +39.5% |
| YTD | +7.8% | -22.6% | +30.4% | +15.0% |
| 1Y | +25.4% | -29.8% | +55.2% | +40.7% |
| 3Y | +217.3% | +43.2% | +174.1% | +129.1% |
| 5Y | +132.9% | +29.8% | +103.1% | +61.8% |
| 10Y | +101.1% | +236.7% | -135.6% | -34.2% |
| All | +280.3% | +1,087.8% | -807.5% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling