-9.3%
UL vs DKS
-32.3%
+23.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.3% | +3.0% | -4.3% | -1.5% |
| 30D | +0.5% | -30.5% | +31.0% | +3.0% |
| 3M | +17.6% | -35.7% | +53.3% | +21.4% |
| 6M | -5.4% | -29.7% | +24.3% | -2.7% |
| YTD | +0.7% | -28.9% | +29.6% | +3.4% |
| 1Y | -9.3% | -35.9% | +26.6% | -6.3% |
| All | -9.3% | -32.3% | +23.1% | -6.3% |
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