+535.1%
UL vs DKS
+6,292.4%
-5,757.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.3% | +3.0% | -4.3% | -1.7% |
| 30D | +0.5% | -30.5% | +31.0% | +4.0% |
| 3M | +17.6% | -35.7% | +53.3% | +22.7% |
| 6M | -5.4% | -29.7% | +24.3% | -2.5% |
| YTD | +0.7% | -28.9% | +29.6% | +3.5% |
| 1Y | -9.3% | -35.9% | +26.6% | -5.8% |
| 3Y | +24.5% | +28.2% | -3.6% | +15.8% |
| 5Y | +23.2% | +11.8% | +11.4% | +13.3% |
| 10Y | +64.5% | +211.6% | -147.1% | +21.9% |
| All | +535.1% | +6,292.4% | -5,757.4% | +246.0% |
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