+1.1%
UL vs DKS
-29.5%
+30.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.5% | +2.4% |
| 7D | +4.7% | +8.4% | -3.8% | +3.7% |
| 30D | +11.6% | +7.7% | +3.9% | +10.7% |
| 3M | +5.3% | -25.8% | +31.1% | +7.9% |
| 6M | +16.0% | -31.0% | +47.1% | +19.8% |
| YTD | +5.0% | -23.8% | +28.8% | +6.7% |
| 1Y | +1.1% | -29.8% | +30.9% | +6.6% |
| All | +1.1% | -29.5% | +30.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling