-10.2%
UL vs DKS
-39.2%
+28.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -3.4% | -3.0% | -0.4% | -3.2% |
| 30D | +0.5% | -33.4% | +33.9% | +3.4% |
| 3M | +7.2% | -39.4% | +46.6% | +11.1% |
| 6M | -3.1% | -30.1% | +27.0% | -0.3% |
| YTD | -2.7% | -31.0% | +28.2% | +0.1% |
| 1Y | -10.2% | -40.2% | +29.9% | -7.0% |
| All | -10.2% | -39.2% | +28.9% | -7.0% |
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 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